-46.6%
VG vs DGX
+76.5%
-123.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +5.5% | +1.2% | +4.3% | +5.8% |
| 30D | -3.6% | +11.2% | -14.8% | -0.5% |
| 3M | -4.0% | +9.3% | -13.3% | -1.2% |
| 6M | +9.4% | +37.4% | -28.0% | +20.7% |
| YTD | +86.6% | +51.6% | +35.0% | +109.7% |
| 1Y | +69.5% | +39.3% | +30.2% | +86.0% |
| All | -46.6% | +76.5% | -123.1% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling