+73.1%
VSH vs DGX
+66.8%
+6.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.5% | +5.8% |
| 7D | +4.8% | -0.9% | +5.7% | +5.0% |
| 30D | -0.7% | -1.2% | +0.5% | -0.5% |
| 3M | -43.1% | +15.8% | -58.8% | -45.1% |
| 6M | +91.8% | +18.2% | +73.6% | +83.5% |
| YTD | +131.6% | +37.2% | +94.4% | +111.7% |
| 1Y | +118.1% | +30.4% | +87.7% | +101.8% |
| 3Y | +40.9% | +96.7% | -55.8% | +13.3% |
| All | +73.1% | +66.8% | +6.3% | +37.4% |
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