+812.9%
VOO vs DGX
+579.7%
+233.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -2.0% | -3.5% | +1.5% | -0.8% |
| 30D | -1.7% | -2.7% | +1.0% | -0.8% |
| 3M | +4.7% | +13.9% | -9.1% | -0.2% |
| 6M | +12.6% | +16.0% | -3.5% | +6.3% |
| YTD | +11.8% | +34.9% | -23.2% | -0.3% |
| 1Y | +17.5% | +30.6% | -13.0% | +5.8% |
| 3Y | +77.0% | +93.0% | -16.0% | +35.3% |
| 5Y | +82.6% | +64.4% | +18.2% | +46.3% |
| 10Y | +320.0% | +248.1% | +71.9% | +138.5% |
| All | +812.9% | +579.7% | +233.2% | +288.1% |
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