+74.0%
VTI vs DG
-39.4%
+113.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | -2.0% | -6.3% | +4.3% | -1.5% |
| 30D | -1.9% | +2.4% | -4.4% | -2.2% |
| 3M | +4.5% | +12.4% | -7.9% | +3.4% |
| 6M | +12.6% | -14.9% | +27.5% | +13.8% |
| YTD | +12.0% | -6.1% | +18.0% | +12.2% |
| 1Y | +17.3% | +17.9% | -0.5% | +15.1% |
| 3Y | +75.3% | +3.1% | +72.2% | +72.2% |
| 5Y | +74.0% | -38.7% | +112.7% | +89.4% |
| All | +74.0% | -39.4% | +113.4% | +89.4% |
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