+213.7%
VT vs DG
+122.0%
+91.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.7% |
| 7D | -2.3% | +1.1% | -3.4% | -2.5% |
| 30D | -5.0% | +9.5% | -14.5% | -6.4% |
| 3M | -4.9% | +5.5% | -10.3% | -5.9% |
| 6M | -1.5% | +16.1% | -17.6% | -4.3% |
| YTD | +8.5% | +2.7% | +5.8% | +7.2% |
| 1Y | +11.4% | +42.1% | -30.7% | +4.2% |
| 3Y | +70.1% | +19.3% | +50.8% | +58.2% |
| 5Y | +53.7% | -35.3% | +89.1% | +64.1% |
| All | +213.7% | +122.0% | +91.7% | +158.5% |
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