+496.4%
DGX vs VIG
+614.0%
-117.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | -2.2% | -1.2% | -1.1% | -1.4% |
| 30D | -0.9% | -2.8% | +1.9% | +1.1% |
| 3M | +15.6% | +2.5% | +13.1% | +13.6% |
| 6M | +17.8% | +8.1% | +9.7% | +11.2% |
| YTD | +37.5% | +9.6% | +27.9% | +28.4% |
| 1Y | +31.2% | +14.2% | +17.0% | +18.8% |
| 3Y | +96.6% | +56.1% | +40.5% | +40.7% |
| 5Y | +64.9% | +62.8% | +2.1% | +13.6% |
| 10Y | +254.6% | +248.2% | +6.4% | +37.6% |
| All | +496.4% | +614.0% | -117.6% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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