+2,397.0%
VRT vs DGX
+154.0%
+2,243.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -5.1% |
| 7D | -7.7% | -3.5% | -4.2% | -6.7% |
| 30D | -12.0% | -2.7% | -9.3% | -11.3% |
| 3M | -11.7% | +13.9% | -25.6% | -15.6% |
| 6M | -8.1% | +16.0% | -24.1% | -13.1% |
| YTD | +53.2% | +34.9% | +18.3% | +37.2% |
| 1Y | +81.7% | +30.6% | +51.1% | +63.6% |
| 3Y | +535.3% | +93.0% | +442.3% | +366.7% |
| 5Y | +916.4% | +64.4% | +852.0% | +697.9% |
| All | +2,397.0% | +154.0% | +2,243.0% | +1,435.1% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling