+222.7%
VT vs DG
+105.9%
+116.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.3% |
| 7D | +2.9% | -2.5% | +5.3% | +3.3% |
| 30D | -2.5% | +7.7% | -10.2% | -3.7% |
| 3M | -3.3% | +13.1% | -16.4% | -5.3% |
| 6M | +1.5% | +32.0% | -30.5% | -3.2% |
| YTD | +11.4% | +3.3% | +8.0% | +9.9% |
| 1Y | +11.9% | +31.7% | -19.7% | +6.0% |
| 3Y | +73.9% | +21.7% | +52.2% | +61.0% |
| 5Y | +57.9% | -34.7% | +92.6% | +68.3% |
| All | +222.7% | +105.9% | +116.8% | +166.0% |
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