-28.4%
DT vs VIG
+62.2%
-90.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.3% |
| 7D | -0.5% | -1.2% | +0.6% | +1.0% |
| 30D | +0.1% | -2.8% | +2.9% | +3.9% |
| 3M | +24.1% | +2.5% | +21.6% | +20.3% |
| 6M | +30.1% | +8.1% | +22.0% | +17.3% |
| YTD | +16.8% | +9.6% | +7.2% | +3.2% |
| 1Y | -0.1% | +14.2% | -14.3% | -16.7% |
| 3Y | +6.8% | +56.1% | -49.3% | -43.4% |
| 5Y | -28.4% | +62.8% | -91.2% | -63.2% |
| All | -28.4% | +62.2% | -90.6% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling