+105.5%
V vs DG
-32.0%
+137.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.3% |
| 7D | -0.8% | +0.7% | -1.5% | -0.9% |
| 30D | +9.5% | +7.4% | +2.1% | +8.9% |
| 3M | +16.7% | +8.5% | +8.2% | +15.9% |
| 6M | +32.9% | +21.9% | +11.1% | +31.0% |
| YTD | +21.1% | +4.9% | +16.2% | +20.2% |
| 1Y | +26.6% | +40.4% | -13.8% | +23.4% |
| 3Y | +78.4% | +23.5% | +54.9% | +71.3% |
| 5Y | +105.5% | -32.3% | +137.8% | +119.4% |
| All | +105.5% | -32.0% | +137.5% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling