-49.4%
VG vs DTE
+23.3%
-72.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -7.7% | +3.5% | -11.2% | -8.2% |
| 30D | -8.8% | +9.5% | -18.3% | -10.3% |
| 3M | -15.6% | +2.5% | -18.2% | -15.9% |
| 6M | +5.2% | +0.6% | +4.7% | +4.7% |
| YTD | +76.9% | +10.5% | +66.4% | +58.6% |
| 1Y | +42.5% | +3.3% | +39.2% | +34.2% |
| All | -49.4% | +23.3% | -72.7% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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