+248.1%
DGX vs VYM
+209.2%
+39.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | -0.9% | -0.8% | -0.1% | -0.4% |
| 30D | -1.2% | -2.2% | +1.1% | +0.4% |
| 3M | +15.8% | +3.1% | +12.7% | +13.4% |
| 6M | +18.2% | +9.7% | +8.5% | +10.8% |
| YTD | +37.2% | +14.9% | +22.3% | +24.6% |
| 1Y | +30.4% | +17.6% | +12.8% | +16.5% |
| 3Y | +96.7% | +65.3% | +31.4% | +37.9% |
| 5Y | +67.2% | +78.7% | -11.6% | +10.3% |
| All | +248.1% | +209.2% | +39.0% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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