+70.1%
VT vs DGX
+102.3%
-32.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -2.3% | +1.5% | -3.8% | -2.4% |
| 30D | -5.0% | +12.6% | -17.5% | -5.9% |
| 3M | -4.9% | +7.6% | -12.5% | -5.5% |
| 6M | -1.5% | +36.2% | -37.8% | -4.5% |
| YTD | +8.5% | +49.8% | -41.3% | +3.7% |
| 1Y | +11.4% | +47.3% | -35.9% | +6.7% |
| 3Y | +70.1% | +102.1% | -32.0% | +54.2% |
| All | +70.1% | +102.3% | -32.2% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling