+2,306.7%
DSGX vs VT
+374.2%
+1,932.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.5% | +0.4% | -4.0% | -3.8% |
| 30D | +3.0% | +1.0% | +2.1% | +2.3% |
| 3M | +1.3% | +2.4% | -1.1% | -0.8% |
| 6M | +15.8% | +12.0% | +3.8% | +5.9% |
| YTD | -9.9% | +15.3% | -25.3% | -19.5% |
| 1Y | -25.7% | +22.6% | -48.3% | -36.4% |
| 3Y | +4.5% | +74.7% | -70.1% | -30.1% |
| 5Y | -2.2% | +66.1% | -68.4% | -32.0% |
| 10Y | +260.3% | +225.0% | +35.3% | +62.9% |
| All | +2,306.7% | +374.2% | +1,932.5% | +731.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling