+134.2%
DTE vs VIG
+250.0%
-115.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.9% |
| 7D | -2.6% | -1.1% | -1.5% | -1.8% |
| 30D | -4.4% | -2.7% | -1.7% | -2.3% |
| 3M | -8.3% | +2.5% | -10.9% | -10.2% |
| 6M | -8.1% | +9.2% | -17.3% | -14.5% |
| YTD | +4.4% | +9.8% | -5.4% | -3.5% |
| 1Y | +0.2% | +12.4% | -12.2% | -9.2% |
| 3Y | +42.6% | +55.9% | -13.3% | -2.7% |
| 5Y | +31.5% | +63.9% | -32.5% | -15.3% |
| All | +134.2% | +250.0% | -115.8% | -13.5% |
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