+87.8%
DT vs VIG
+144.1%
-56.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.1% | +3.5% | -0.4% | -0.9% |
| 30D | -29.5% | +4.9% | -34.5% | -33.4% |
| 3M | -11.7% | +2.5% | -14.2% | -14.2% |
| 6M | +29.0% | +11.0% | +18.0% | +14.3% |
| YTD | +3.4% | +16.0% | -12.6% | -13.4% |
| 1Y | -4.2% | +17.5% | -21.8% | -21.1% |
| 3Y | -12.8% | +67.0% | -79.8% | -52.9% |
| 5Y | -39.6% | +64.8% | -104.4% | -66.2% |
| All | +87.8% | +144.1% | -56.3% | -31.0% |
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