+189.7%
DGS vs VT
+356.1%
-166.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -3.1% | -1.6% | -1.5% | -1.7% |
| 30D | -8.2% | -2.5% | -5.7% | -6.0% |
| 3M | -4.4% | -1.3% | -3.0% | -3.2% |
| 6M | -6.8% | +3.1% | -9.9% | -9.1% |
| YTD | +4.5% | +10.9% | -6.4% | -4.5% |
| 1Y | +6.0% | +12.1% | -6.1% | -4.0% |
| 3Y | +40.3% | +73.9% | -33.6% | -15.0% |
| 5Y | +35.9% | +58.0% | -22.0% | -11.4% |
| 10Y | +113.5% | +225.5% | -111.9% | -29.8% |
| All | +189.7% | +356.1% | -166.4% | -32.2% |
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 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