+386.3%
VNQ vs DGX
+657.6%
-271.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.1% |
| 7D | -1.3% | -0.9% | -0.4% | -0.9% |
| 30D | -2.6% | -1.2% | -1.4% | -2.1% |
| 3M | -2.0% | +15.8% | -17.8% | -8.9% |
| 6M | +4.3% | +18.2% | -13.8% | -4.3% |
| YTD | +9.2% | +37.2% | -28.0% | -7.0% |
| 1Y | +5.6% | +30.4% | -24.7% | -8.2% |
| 3Y | +30.8% | +96.7% | -65.9% | -8.4% |
| 5Y | +8.0% | +67.2% | -59.2% | -19.6% |
| 10Y | +63.7% | +253.9% | -190.2% | -23.0% |
| All | +386.3% | +657.6% | -271.3% | +41.7% |
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