+250.5%
DSGX vs VT
+221.4%
+29.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.8% |
| 7D | -6.1% | +1.0% | -7.1% | -6.9% |
| 30D | -5.0% | -0.2% | -4.8% | -4.8% |
| 3M | +0.4% | +4.5% | -4.1% | -4.0% |
| 6M | +5.3% | +14.1% | -8.7% | -7.4% |
| YTD | -13.8% | +14.8% | -28.6% | -24.9% |
| 1Y | -29.7% | +21.2% | -50.9% | -41.8% |
| 3Y | +1.1% | +76.6% | -75.5% | -40.6% |
| 5Y | -7.7% | +66.6% | -74.3% | -42.8% |
| 10Y | +250.5% | +222.3% | +28.2% | +19.5% |
| All | +250.5% | +221.4% | +29.0% | +19.5% |
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