+67.1%
DGXX vs VT
+86.8%
-19.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +0.5% |
| 7D | +1.6% | -1.1% | +2.7% | +4.8% |
| 30D | -9.1% | -1.0% | -8.1% | -6.1% |
| 3M | -41.4% | +3.2% | -44.5% | -45.3% |
| 6M | +31.8% | +12.5% | +19.4% | +1.4% |
| YTD | +49.4% | +14.1% | +35.4% | +10.9% |
| 1Y | +37.5% | +18.9% | +18.6% | -8.5% |
| 3Y | +288.8% | +74.1% | +214.7% | -3.9% |
| 5Y | -22.3% | +66.9% | -89.2% | -70.9% |
| All | +67.1% | +86.8% | -19.7% | -56.9% |
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