+57.5%
VT vs DG
-35.8%
+93.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.3% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -1.5% | +3.2% | -4.7% | -1.8% |
| 3M | -4.1% | +10.4% | -14.5% | -4.9% |
| 6M | +0.6% | +33.2% | -32.6% | -1.9% |
| YTD | +11.0% | +3.0% | +8.1% | +10.4% |
| 1Y | +13.3% | +31.2% | -17.9% | +10.5% |
| 3Y | +73.4% | +21.8% | +51.6% | +67.1% |
| All | +57.5% | -35.8% | +93.3% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling