-99.4%
DOGZ vs VT
+154.6%
-254.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.4% |
| 7D | -8.6% | -0.3% | -8.3% | -8.5% |
| 30D | -32.5% | -1.4% | -31.1% | -32.0% |
| 3M | -37.5% | -1.4% | -36.1% | -37.0% |
| 6M | -50.1% | +5.5% | -55.5% | -51.1% |
| YTD | -94.4% | +12.8% | -107.2% | -94.7% |
| 1Y | -95.3% | +15.4% | -110.8% | -95.6% |
| 3Y | -90.1% | +76.9% | -167.0% | -92.4% |
| 5Y | -99.3% | +60.4% | -159.7% | -99.5% |
| All | -99.4% | +154.6% | -254.0% | -99.5% |
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