-38.0%
VG vs DTE
+20.7%
-58.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +2.0% |
| 7D | -2.5% | +0.9% | -3.4% | -2.7% |
| 30D | +11.1% | -1.9% | +13.0% | +11.4% |
| 3M | +14.9% | -3.3% | +18.2% | +15.5% |
| 6M | +18.4% | -7.1% | +25.5% | +20.2% |
| YTD | +116.6% | +8.1% | +108.5% | +94.7% |
| 1Y | +9.4% | +5.3% | +4.1% | +0.2% |
| All | -38.0% | +20.7% | -58.7% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling