+769.9%
DTE vs VIG
+614.0%
+155.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.4% |
| 7D | 0.0% | -1.2% | +1.2% | +1.0% |
| 30D | -0.5% | -2.8% | +2.3% | +1.8% |
| 3M | -6.0% | +2.5% | -8.5% | -7.9% |
| 6M | -7.2% | +8.1% | -15.3% | -13.0% |
| YTD | +7.2% | +9.6% | -2.4% | -0.8% |
| 1Y | +4.1% | +14.2% | -10.1% | -7.0% |
| 3Y | +46.9% | +56.1% | -9.2% | +0.5% |
| 5Y | +32.9% | +62.8% | -29.9% | -13.3% |
| 10Y | +144.5% | +248.2% | -103.7% | -14.9% |
| All | +769.9% | +614.0% | +155.8% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling