+360.8%
VT vs DGX
+647.5%
-286.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.0% |
| 7D | +0.4% | +3.5% | -3.2% | -1.0% |
| 30D | -2.6% | +12.4% | -15.0% | -7.2% |
| 3M | -3.2% | +9.3% | -12.6% | -6.9% |
| 6M | +0.9% | +39.7% | -38.7% | -12.7% |
| YTD | +11.3% | +52.2% | -40.8% | -7.8% |
| 1Y | +14.0% | +47.1% | -33.1% | -4.3% |
| 3Y | +75.8% | +108.8% | -32.9% | +23.6% |
| 5Y | +57.8% | +101.4% | -43.5% | +10.4% |
| 10Y | +219.8% | +293.1% | -73.3% | +48.8% |
| All | +360.8% | +647.5% | -286.7% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling