+508.6%
DGX vs VYM
+488.1%
+20.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +15.8% | +3.1% | +12.7% | +13.5% |
| 6M | +18.2% | +9.7% | +8.5% | +11.1% |
| YTD | +37.2% | +14.9% | +22.3% | +25.1% |
| 1Y | +30.4% | +17.6% | +12.8% | +17.0% |
| 3Y | +96.7% | +65.3% | +31.4% | +40.3% |
| 5Y | +67.2% | +78.7% | -11.6% | +12.8% |
| 10Y | +253.9% | +208.2% | +45.7% | +64.2% |
| All | +508.6% | +488.1% | +20.5% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling