+248.1%
DGX vs VCLT
+17.1%
+231.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.7% |
| 7D | -0.9% | -1.4% | +0.5% | -0.4% |
| 30D | -1.2% | -1.2% | 0.0% | -0.7% |
| 3M | +15.8% | -4.8% | +20.5% | +18.0% |
| 6M | +18.2% | -2.6% | +20.7% | +19.3% |
| YTD | +37.2% | -3.3% | +40.5% | +39.0% |
| 1Y | +30.4% | -4.8% | +35.2% | +32.8% |
| 3Y | +96.7% | +11.5% | +85.2% | +87.5% |
| 5Y | +67.2% | -17.0% | +84.1% | +79.5% |
| All | +248.1% | +17.1% | +231.0% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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