-35.7%
VG vs DGX
+60.1%
-95.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +3.8% | -2.2% | +6.0% | +3.1% |
| 30D | +7.2% | -0.9% | +8.1% | +7.0% |
| 3M | +22.8% | +15.6% | +7.2% | +28.3% |
| 6M | +33.2% | +17.8% | +15.4% | +40.4% |
| YTD | +124.8% | +37.5% | +87.4% | +145.1% |
| 1Y | +15.8% | +31.2% | -15.3% | +24.8% |
| All | -35.7% | +60.1% | -95.7% | -30.3% |
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