+1,197.0%
VST vs DGX
+234.6%
+962.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | -2.2% |
| 7D | +2.0% | -3.5% | +5.4% | +2.9% |
| 30D | +1.5% | -2.7% | +4.1% | +2.2% |
| 3M | +6.3% | +13.9% | -7.6% | +2.2% |
| 6M | -10.3% | +16.0% | -26.3% | -14.5% |
| YTD | -8.6% | +34.9% | -43.5% | -16.7% |
| 1Y | -29.3% | +30.6% | -59.9% | -35.3% |
| 3Y | +344.9% | +93.0% | +251.9% | +249.5% |
| 5Y | +774.8% | +64.4% | +710.4% | +616.9% |
| All | +1,197.0% | +234.6% | +962.4% | +720.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling