+108.5%
DGS vs VT
+215.5%
-107.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.7% |
| 7D | -1.2% | -2.3% | +1.2% | +0.8% |
| 30D | -9.4% | -5.0% | -4.5% | -5.5% |
| 3M | -7.7% | -4.9% | -2.9% | -3.8% |
| 6M | -9.4% | -1.5% | -7.8% | -8.0% |
| YTD | +4.1% | +8.5% | -4.4% | -2.3% |
| 1Y | +6.2% | +11.4% | -5.1% | -2.5% |
| 3Y | +39.0% | +70.1% | -31.1% | -10.6% |
| 5Y | +35.8% | +53.7% | -18.0% | -5.5% |
| All | +108.5% | +215.5% | -107.0% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling