+114.1%
DT vs VIG
+131.2%
-17.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.5% |
| 7D | -1.6% | -1.1% | -0.5% | -0.4% |
| 30D | +3.0% | -2.7% | +5.8% | +6.5% |
| 3M | +26.5% | +2.5% | +24.0% | +22.9% |
| 6M | +35.9% | +9.2% | +26.7% | +22.2% |
| YTD | +17.8% | +9.8% | +8.0% | +5.2% |
| 1Y | +4.1% | +12.4% | -8.3% | -9.8% |
| 3Y | +5.3% | +55.9% | -50.6% | -38.3% |
| 5Y | -27.2% | +63.9% | -91.1% | -58.8% |
| All | +114.1% | +131.2% | -17.1% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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