+399.4%
DGRW vs VT
+266.0%
+133.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.2% |
| 7D | -2.1% | -2.3% | +0.2% | -0.1% |
| 30D | -2.3% | -5.0% | +2.6% | +2.1% |
| 3M | -2.8% | -4.9% | +2.1% | +1.5% |
| 6M | +1.9% | -1.5% | +3.4% | +3.0% |
| YTD | +8.8% | +8.5% | +0.3% | +0.8% |
| 1Y | +11.2% | +11.4% | -0.2% | +0.5% |
| 3Y | +55.4% | +70.1% | -14.6% | -3.9% |
| 5Y | +65.4% | +53.7% | +11.7% | +11.2% |
| 10Y | +276.0% | +220.0% | +56.0% | +30.0% |
| All | +399.4% | +266.0% | +133.3% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling