+819.0%
VTI vs DG
+577.8%
+241.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.1% |
| 30D | -1.1% | +1.0% | -2.1% | -1.4% |
| 3M | +3.9% | +20.3% | -16.4% | +0.2% |
| 6M | +14.6% | -11.7% | +26.4% | +16.5% |
| YTD | +13.3% | -2.3% | +15.6% | +12.9% |
| 1Y | +19.2% | +20.0% | -0.8% | +13.7% |
| 3Y | +77.4% | +7.2% | +70.2% | +66.6% |
| 5Y | +74.0% | -37.9% | +112.0% | +84.3% |
| 10Y | +294.6% | +107.3% | +187.3% | +213.1% |
| All | +819.0% | +577.8% | +241.2% | +430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling