+355.3%
DSGX vs VT
+223.7%
+131.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -1.5% |
| 7D | +3.6% | +0.4% | +3.2% | +3.1% |
| 30D | +14.3% | -2.6% | +16.9% | +16.8% |
| 3M | +19.0% | -3.2% | +22.3% | +22.2% |
| 6M | +31.0% | +0.9% | +30.0% | +28.9% |
| YTD | +8.0% | +11.3% | -3.3% | -3.6% |
| 1Y | +12.3% | +14.0% | -1.7% | -2.1% |
| 3Y | +24.9% | +75.8% | -50.9% | -26.6% |
| 5Y | +8.9% | +57.8% | -49.0% | -29.5% |
| 10Y | +355.3% | +219.8% | +135.5% | +51.7% |
| All | +355.3% | +223.7% | +131.6% | +51.7% |
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