+265.3%
DGT vs VT
+223.7%
+41.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | -0.1% |
| 7D | +0.8% | +0.4% | +0.5% | +0.4% |
| 30D | +2.2% | -2.6% | +4.8% | +4.6% |
| 3M | -0.1% | -3.2% | +3.1% | +2.8% |
| 6M | +4.7% | +0.9% | +3.8% | +3.6% |
| YTD | +16.1% | +11.3% | +4.8% | +4.9% |
| 1Y | +20.1% | +14.0% | +6.1% | +6.1% |
| 3Y | +90.4% | +75.8% | +14.6% | +12.2% |
| 5Y | +91.6% | +57.8% | +33.8% | +24.4% |
| 10Y | +265.3% | +219.8% | +45.5% | +23.4% |
| All | +265.3% | +223.7% | +41.6% | +23.4% |
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