-69.2%
DSGN vs VT
+78.4%
-147.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -0.6% |
| 7D | +2.5% | +2.4% | +0.2% | -0.9% |
| 30D | +7.6% | -1.5% | +9.1% | +10.7% |
| 3M | -27.2% | -4.1% | -23.1% | -22.0% |
| 6M | -33.0% | +0.6% | -33.5% | -33.5% |
| YTD | +11.6% | +11.0% | +0.6% | -5.6% |
| 1Y | +48.3% | +13.3% | +35.0% | +21.5% |
| 3Y | +410.7% | +73.4% | +337.3% | +112.3% |
| 5Y | -47.7% | +57.4% | -105.1% | -71.0% |
| All | -69.2% | +78.4% | -147.6% | -85.3% |
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