+95.8%
VCIT vs DGX
+501.5%
-405.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.5% | +1.2% | -1.7% | -0.5% |
| 30D | +1.0% | +11.2% | -10.2% | +0.7% |
| 3M | -1.4% | +9.3% | -10.7% | -1.7% |
| 6M | -2.1% | +37.4% | -39.4% | -3.0% |
| YTD | -1.8% | +51.6% | -53.4% | -3.0% |
| 1Y | -1.4% | +39.3% | -40.7% | -2.3% |
| 3Y | +19.3% | +106.1% | -86.9% | +16.7% |
| 5Y | +4.1% | +92.2% | -88.1% | +2.0% |
| 10Y | +30.9% | +286.6% | -255.6% | +27.7% |
| All | +95.8% | +501.5% | -405.7% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling