-22.8%
DTG vs VT
+63.9%
-86.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | -4.0% | -0.7% | -3.3% | -3.8% |
| 30D | -0.7% | -1.7% | +1.1% | -0.1% |
| 3M | -9.3% | -2.3% | -7.0% | -8.6% |
| 6M | -11.5% | +1.5% | -13.1% | -12.2% |
| YTD | -9.8% | +12.0% | -21.9% | -14.0% |
| 1Y | -13.8% | +12.9% | -26.6% | -18.0% |
| 3Y | -9.1% | +74.9% | -84.1% | -28.2% |
| All | -22.8% | +63.9% | -86.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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