+345.3%
DGT vs VT
+346.0%
-0.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -1.2% | -2.3% | +1.2% | +0.8% |
| 30D | +0.3% | -5.0% | +5.3% | +4.6% |
| 3M | -1.7% | -4.9% | +3.2% | +2.4% |
| 6M | +2.1% | -1.5% | +3.6% | +3.3% |
| YTD | +13.5% | +8.5% | +5.0% | +5.7% |
| 1Y | +17.6% | +11.4% | +6.2% | +7.1% |
| 3Y | +84.1% | +70.1% | +14.0% | +17.1% |
| 5Y | +87.1% | +53.7% | +33.4% | +29.3% |
| 10Y | +263.0% | +220.0% | +43.0% | +37.9% |
| All | +345.3% | +346.0% | -0.7% | +26.3% |
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