+161.7%
DPG vs VT
+355.6%
-193.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.6% | +0.4% | -3.0% | -2.9% |
| 30D | -2.2% | +1.0% | -3.2% | -2.9% |
| 3M | +1.4% | +2.4% | -1.0% | -0.7% |
| 6M | -0.8% | +12.0% | -12.8% | -9.5% |
| YTD | +15.7% | +15.3% | +0.3% | +3.0% |
| 1Y | +19.9% | +22.6% | -2.7% | +1.7% |
| 3Y | +90.0% | +74.7% | +15.3% | +20.7% |
| 5Y | +46.1% | +66.1% | -20.0% | -4.5% |
| 10Y | +107.0% | +225.0% | -118.0% | -14.8% |
| All | +161.7% | +355.6% | -193.9% | -5.5% |
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 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