-69.2%
DOG vs VT
+224.5%
-293.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.2% | +0.4% | -0.2% | +0.7% |
| 30D | +2.1% | +1.0% | +1.1% | +3.0% |
| 3M | -2.5% | +2.4% | -4.9% | 0.0% |
| 6M | -7.3% | +12.0% | -19.3% | +4.2% |
| YTD | -8.1% | +15.3% | -23.4% | +6.4% |
| 1Y | -11.4% | +22.6% | -34.0% | +9.1% |
| 3Y | -24.9% | +74.7% | -99.6% | +34.9% |
| 5Y | -25.0% | +66.1% | -91.2% | +34.5% |
| All | -69.2% | +224.5% | -293.6% | +24.6% |
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