+248.1%
DGX vs VO
+200.3%
+47.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.2% |
| 7D | -0.9% | -1.5% | +0.6% | 0.0% |
| 30D | -1.2% | -3.0% | +1.9% | +0.6% |
| 3M | +15.8% | +2.8% | +12.9% | +13.8% |
| 6M | +18.2% | +10.9% | +7.2% | +10.9% |
| YTD | +37.2% | +12.5% | +24.7% | +27.5% |
| 1Y | +30.4% | +12.0% | +18.4% | +21.3% |
| 3Y | +96.7% | +56.3% | +40.4% | +47.3% |
| 5Y | +67.2% | +42.9% | +24.2% | +30.5% |
| All | +248.1% | +200.3% | +47.9% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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