+442.6%
DGX vs VCLT
+102.9%
+339.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -0.9% | +0.1% | -1.0% | -0.9% |
| 3M | +15.6% | -2.9% | +18.5% | +16.3% |
| 6M | +17.8% | -4.0% | +21.7% | +18.7% |
| YTD | +37.5% | -2.2% | +39.7% | +38.0% |
| 1Y | +31.2% | -2.6% | +33.7% | +31.8% |
| 3Y | +96.6% | +12.3% | +84.3% | +92.2% |
| 5Y | +64.9% | -16.4% | +81.3% | +67.1% |
| 10Y | +254.6% | +18.1% | +236.5% | +267.2% |
| All | +442.6% | +102.9% | +339.6% | +620.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling