+3.6%
VCIT vs DGX
+66.8%
-63.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -0.8% | -1.2% | +0.4% | -0.7% |
| 3M | -0.5% | +19.9% | -20.4% | -1.6% |
| 6M | -1.4% | +19.2% | -20.6% | -2.5% |
| YTD | -0.8% | +37.5% | -38.3% | -2.8% |
| 1Y | +0.3% | +31.3% | -31.0% | -1.5% |
| 3Y | +19.2% | +96.6% | -77.4% | +13.3% |
| 5Y | +3.6% | +64.3% | -60.7% | -0.6% |
| All | +3.6% | +66.8% | -63.3% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling