+57.8%
VT vs DG
-32.0%
+89.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +2.4% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | -2.6% | +7.4% | -10.0% | -3.2% |
| 3M | -3.2% | +8.5% | -11.7% | -3.9% |
| 6M | +0.9% | +21.9% | -20.9% | -0.9% |
| YTD | +11.3% | +4.9% | +6.4% | +10.5% |
| 1Y | +14.0% | +40.4% | -26.4% | +10.6% |
| 3Y | +75.8% | +23.5% | +52.4% | +69.3% |
| 5Y | +57.8% | -32.3% | +90.1% | +68.2% |
| All | +57.8% | -32.0% | +89.9% | +68.2% |
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