+12.4%
VT vs DGX
+48.2%
-35.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.6% |
| 7D | +0.4% | +3.5% | -3.2% | +0.4% |
| 30D | -2.6% | +12.4% | -15.0% | -2.3% |
| 3M | -3.2% | +9.3% | -12.6% | -3.0% |
| 6M | +0.9% | +39.7% | -38.7% | +1.9% |
| YTD | +11.3% | +52.2% | -40.8% | +12.6% |
| All | +12.4% | +48.2% | -35.7% | +14.1% |
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 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