-36.7%
DIG vs VT
+374.2%
-410.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +4.3% | +0.4% | +3.8% | +3.2% |
| 30D | +23.8% | +1.0% | +22.9% | +20.8% |
| 3M | +17.1% | +2.4% | +14.7% | +8.4% |
| 6M | +26.1% | +12.0% | +14.1% | -7.6% |
| YTD | +95.4% | +15.3% | +80.0% | +33.9% |
| 1Y | +97.8% | +22.6% | +75.2% | +18.4% |
| 3Y | +72.4% | +74.7% | -2.2% | -51.7% |
| 5Y | +425.1% | +66.1% | +359.0% | +65.4% |
| 10Y | +87.8% | +225.0% | -137.2% | -80.9% |
| All | -36.7% | +374.2% | -410.9% | -95.9% |
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 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