+98.0%
VCIT vs DGX
+449.3%
-351.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.3% | -2.3% | +2.0% | -0.3% |
| 30D | -0.8% | +0.6% | -1.3% | -0.8% |
| 3M | -1.0% | +21.4% | -22.4% | -1.6% |
| 6M | -1.8% | +14.7% | -16.6% | -2.2% |
| YTD | -0.7% | +38.4% | -39.1% | -1.6% |
| 1Y | +1.0% | +34.0% | -33.0% | +0.1% |
| 3Y | +18.8% | +92.7% | -73.8% | +16.6% |
| 5Y | +3.5% | +67.7% | -64.2% | +1.6% |
| 10Y | +29.2% | +248.0% | -218.8% | +26.3% |
| All | +98.0% | +449.3% | -351.4% | +95.8% |
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