+223.0%
VT vs DG
+109.0%
+114.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +0.4% | +8.4% | -8.0% | -0.8% |
| 30D | +1.0% | +4.9% | -4.0% | +0.2% |
| 3M | +2.4% | +29.3% | -27.0% | -1.8% |
| 6M | +12.0% | -11.3% | +23.3% | +13.6% |
| YTD | +15.3% | +1.8% | +13.6% | +14.4% |
| 1Y | +22.6% | +25.3% | -2.8% | +17.1% |
| 3Y | +74.7% | +9.1% | +65.6% | +66.0% |
| 5Y | +66.1% | -34.9% | +101.0% | +76.9% |
| All | +223.0% | +109.0% | +114.0% | +166.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling