+916.4%
VRT vs DGX
+59.5%
+856.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -5.2% |
| 7D | -7.7% | -3.5% | -4.2% | -7.0% |
| 30D | -12.0% | -2.7% | -9.3% | -11.4% |
| 3M | -11.7% | +13.9% | -25.6% | -14.8% |
| 6M | -8.1% | +16.0% | -24.1% | -12.1% |
| YTD | +53.2% | +34.9% | +18.3% | +39.3% |
| 1Y | +81.7% | +30.6% | +51.1% | +65.9% |
| 3Y | +535.3% | +93.0% | +442.3% | +343.5% |
| 5Y | +916.4% | +64.4% | +852.0% | +639.4% |
| All | +916.4% | +59.5% | +856.9% | +639.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling