+222.3%
VT vs DGX
+241.2%
-19.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | -0.2% | -1.2% | +1.0% | +0.1% |
| 3M | +4.5% | +19.9% | -15.4% | -1.2% |
| 6M | +14.1% | +19.2% | -5.2% | +7.8% |
| YTD | +14.8% | +37.5% | -22.7% | +3.4% |
| 1Y | +21.2% | +31.3% | -10.1% | +10.5% |
| 3Y | +76.6% | +96.6% | -20.1% | +38.5% |
| 5Y | +66.6% | +64.3% | +2.3% | +37.1% |
| 10Y | +222.3% | +241.1% | -18.9% | +94.5% |
| All | +222.3% | +241.2% | -19.0% | +94.5% |
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