+346.5%
DSGX vs VT
+224.7%
+121.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.2% | 0.0% |
| 7D | +1.3% | -0.7% | +2.0% | +1.8% |
| 30D | +14.7% | -1.7% | +16.5% | +16.3% |
| 3M | +21.2% | -2.3% | +23.5% | +23.4% |
| 6M | +39.4% | +1.5% | +37.8% | +36.5% |
| YTD | +9.5% | +12.0% | -2.5% | -2.9% |
| 1Y | +15.5% | +12.9% | +2.6% | +1.8% |
| 3Y | +23.4% | +74.9% | -51.5% | -27.1% |
| 5Y | +11.7% | +59.9% | -48.3% | -28.5% |
| All | +346.5% | +224.7% | +121.8% | +44.3% |
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