+27.3%
V vs DG
+41.0%
-13.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +0.6% | +5.2% | -4.6% | -0.1% |
| 30D | +9.7% | +7.9% | +1.8% | +8.7% |
| 3M | +17.3% | +12.7% | +4.6% | +15.6% |
| 6M | +33.2% | +22.4% | +10.8% | +30.6% |
| YTD | +21.3% | +5.4% | +15.9% | +18.7% |
| 1Y | +27.3% | +39.4% | -12.1% | +22.2% |
| All | +27.3% | +41.0% | -13.7% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling