+25.4%
VTEB vs DGX
+327.7%
-302.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.9% |
| 30D | -2.5% | -1.2% | -1.4% | -2.5% |
| 3M | -3.0% | +15.8% | -18.7% | -3.5% |
| 6M | -2.1% | +18.2% | -20.3% | -2.8% |
| YTD | -1.5% | +37.2% | -38.7% | -2.8% |
| 1Y | +0.2% | +30.4% | -30.2% | -1.0% |
| 3Y | +8.6% | +96.7% | -88.2% | +5.3% |
| 5Y | +1.2% | +67.2% | -66.0% | -1.3% |
| 10Y | +18.1% | +253.9% | -235.9% | +12.0% |
| All | +25.4% | +327.7% | -302.3% | +19.7% |
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