-55.8%
DSGN vs VT
+83.2%
-139.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -0.4% |
| 7D | -3.3% | -0.1% | -3.1% | -3.2% |
| 30D | +4.8% | -0.7% | +5.5% | +5.7% |
| 3M | +42.4% | +4.0% | +38.4% | +33.6% |
| 6M | +44.8% | +12.3% | +32.6% | +19.9% |
| YTD | +60.1% | +14.0% | +46.1% | +29.1% |
| 1Y | +126.2% | +20.3% | +105.9% | +68.2% |
| 3Y | +466.8% | +75.4% | +391.4% | +130.2% |
| 5Y | -12.2% | +66.0% | -78.2% | -55.0% |
| All | -55.8% | +83.2% | -139.0% | -79.9% |
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 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