-13.9%
DT vs VIG
+67.2%
-81.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.0% |
| 7D | -5.4% | -0.3% | -5.1% | -5.0% |
| 30D | -32.2% | +4.9% | -37.1% | -35.2% |
| 3M | -10.9% | +2.9% | -13.8% | -13.3% |
| 6M | +10.0% | +11.2% | -1.3% | -0.7% |
| YTD | +2.1% | +16.0% | -13.9% | -11.9% |
| 1Y | -5.5% | +17.0% | -22.5% | -19.3% |
| All | -13.9% | +67.2% | -81.1% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling