+53.4%
VT vs DG
-33.8%
+87.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.9% |
| 7D | -4.2% | +6.1% | -10.3% | -4.6% |
| 30D | -5.8% | +11.9% | -17.7% | -6.7% |
| 3M | -5.2% | +9.3% | -14.5% | -6.0% |
| 6M | +0.1% | +19.1% | -19.0% | -1.5% |
| YTD | +8.2% | +5.9% | +2.3% | +7.4% |
| 1Y | +10.1% | +39.8% | -29.7% | +6.9% |
| 3Y | +69.7% | +23.4% | +46.3% | +63.6% |
| 5Y | +53.4% | -33.3% | +86.7% | +62.9% |
| All | +53.4% | -33.8% | +87.2% | +62.9% |
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