+219.8%
VT vs DG
+128.5%
+91.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.3% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | -2.6% | +7.4% | -10.0% | -3.8% |
| 3M | -3.2% | +8.5% | -11.7% | -4.7% |
| 6M | +0.9% | +21.9% | -20.9% | -2.6% |
| YTD | +11.3% | +4.9% | +6.4% | +9.6% |
| 1Y | +14.0% | +40.4% | -26.4% | +7.0% |
| 3Y | +75.8% | +23.5% | +52.4% | +62.6% |
| 5Y | +57.8% | -32.3% | +90.1% | +66.7% |
| 10Y | +219.8% | +119.3% | +100.5% | +162.5% |
| All | +219.8% | +128.5% | +91.3% | +162.5% |
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