-19.5%
DT vs VG
-44.6%
+25.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | +3.1% | +14.0% | -10.8% | +2.2% |
| 30D | -29.5% | -1.0% | -28.6% | -29.6% |
| 3M | -11.7% | -2.7% | -9.0% | -11.8% |
| 6M | +29.0% | +1.5% | +27.5% | +27.8% |
| YTD | +3.4% | +93.7% | -90.3% | -4.7% |
| 1Y | -4.2% | +68.5% | -72.8% | -10.6% |
| All | -19.5% | -44.6% | +25.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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