-20.5%
DTG vs VT
+58.3%
-78.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +0.3% |
| 7D | +2.0% | -4.2% | +6.2% | +3.6% |
| 30D | -0.1% | -5.8% | +5.7% | +2.0% |
| 3M | -7.7% | -5.2% | -2.5% | -6.0% |
| 6M | -8.8% | +0.1% | -8.9% | -9.1% |
| YTD | -7.2% | +8.2% | -15.4% | -10.3% |
| 1Y | -10.9% | +10.1% | -21.0% | -14.4% |
| 3Y | -8.2% | +69.7% | -77.8% | -26.7% |
| All | -20.5% | +58.3% | -78.8% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling