+579.7%
DGX vs VT
+374.2%
+205.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.3% | +0.4% | -2.8% | -2.6% |
| 30D | +0.6% | +1.0% | -0.4% | 0.0% |
| 3M | +21.4% | +2.4% | +19.0% | +19.4% |
| 6M | +14.7% | +12.0% | +2.7% | +7.0% |
| YTD | +38.4% | +15.3% | +23.1% | +26.7% |
| 1Y | +34.0% | +22.6% | +11.4% | +18.2% |
| 3Y | +92.7% | +74.7% | +18.0% | +36.8% |
| 5Y | +67.7% | +66.1% | +1.6% | +21.2% |
| 10Y | +248.0% | +225.0% | +23.0% | +66.8% |
| All | +579.7% | +374.2% | +205.5% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling