-74.0%
DGNX vs VT
+34.0%
-108.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.5% | -5.3% |
| 7D | +7.2% | -2.0% | +9.2% | +10.0% |
| 30D | -8.6% | -1.4% | -7.2% | -6.9% |
| 3M | +51.0% | +4.7% | +46.3% | +45.0% |
| 6M | -68.1% | +11.4% | -79.5% | -71.5% |
| YTD | -95.6% | +13.1% | -108.6% | -96.0% |
| 1Y | -98.2% | +19.0% | -117.3% | -98.5% |
| All | -74.0% | +34.0% | -108.0% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling