+69.3%
DIG vs VT
+223.7%
-154.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -4.0% |
| 7D | -15.5% | +0.4% | -15.8% | -16.5% |
| 30D | -10.8% | -2.6% | -8.2% | -7.2% |
| 3M | +14.1% | -3.2% | +17.4% | +19.2% |
| 6M | +19.8% | +0.9% | +18.9% | +11.8% |
| YTD | +81.0% | +11.3% | +69.7% | +32.9% |
| 1Y | +81.4% | +14.0% | +67.4% | +26.2% |
| 3Y | +94.6% | +75.8% | +18.7% | -46.7% |
| 5Y | +225.3% | +57.8% | +167.5% | +14.8% |
| 10Y | +69.3% | +219.8% | -150.5% | -82.8% |
| All | +69.3% | +223.7% | -154.3% | -82.8% |
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