+4.1%
VCIT vs DGX
+97.6%
-93.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.5% | +1.2% | -1.7% | -0.6% |
| 30D | +1.0% | +11.2% | -10.2% | +0.4% |
| 3M | -1.4% | +9.3% | -10.7% | -2.0% |
| 6M | -2.1% | +37.4% | -39.4% | -4.1% |
| YTD | -1.8% | +51.6% | -53.4% | -4.5% |
| 1Y | -1.4% | +39.3% | -40.7% | -3.6% |
| 3Y | +19.3% | +106.1% | -86.9% | +12.8% |
| 5Y | +4.1% | +92.2% | -88.1% | -1.6% |
| All | +4.1% | +97.6% | -93.5% | -1.6% |
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