+186.0%
DGS vs VT
+345.0%
-159.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | +0.6% |
| 7D | -3.6% | -4.2% | +0.5% | +0.1% |
| 30D | -10.9% | -5.8% | -5.1% | -6.0% |
| 3M | -7.8% | -5.2% | -2.5% | -3.2% |
| 6M | -9.3% | +0.1% | -9.4% | -9.2% |
| YTD | +3.2% | +8.2% | -5.0% | -3.6% |
| 1Y | +5.1% | +10.1% | -5.0% | -3.4% |
| 3Y | +38.5% | +69.7% | -31.1% | -14.2% |
| 5Y | +34.6% | +53.4% | -18.8% | -10.0% |
| 10Y | +112.3% | +219.2% | -106.9% | -29.0% |
| All | +186.0% | +345.0% | -159.0% | -31.6% |
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