+2,545.5%
VRT vs DGX
+158.8%
+2,386.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | +2.4% | -2.2% | +4.6% | +3.1% |
| 30D | -2.7% | -0.9% | -1.8% | -2.5% |
| 3M | -9.2% | +15.6% | -24.8% | -13.6% |
| 6M | -0.5% | +17.8% | -18.3% | -6.4% |
| YTD | +62.3% | +37.5% | +24.9% | +44.5% |
| 1Y | +109.6% | +31.2% | +78.4% | +88.5% |
| 3Y | +573.1% | +96.6% | +476.5% | +391.6% |
| 5Y | +953.6% | +64.9% | +888.7% | +727.1% |
| All | +2,545.5% | +158.8% | +2,386.8% | +1,517.1% |
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