+112.0%
VSH vs DGX
+33.7%
+78.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.4% | +4.3% |
| 7D | +4.1% | -2.3% | +6.4% | +3.7% |
| 30D | -4.2% | +0.6% | -4.7% | -4.0% |
| 3M | -50.0% | +21.4% | -71.4% | -48.8% |
| 6M | +80.2% | +14.7% | +65.5% | +85.6% |
| YTD | +121.1% | +38.4% | +82.6% | +119.9% |
| 1Y | +112.0% | +34.0% | +78.0% | +113.9% |
| All | +112.0% | +33.7% | +78.3% | +113.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling