+96.3%
VTR vs DGX
+255.3%
-159.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.2% |
| 7D | -0.3% | -0.9% | +0.6% | +0.1% |
| 30D | +1.1% | -1.2% | +2.3% | +1.5% |
| 3M | +7.9% | +15.8% | -7.9% | +0.7% |
| 6M | +6.2% | +18.2% | -12.0% | -2.2% |
| YTD | +17.7% | +37.2% | -19.5% | +0.9% |
| 1Y | +32.9% | +30.4% | +2.5% | +16.2% |
| 3Y | +129.7% | +96.7% | +33.0% | +62.1% |
| 5Y | +89.3% | +67.2% | +22.1% | +41.6% |
| All | +96.3% | +255.3% | -159.0% | -3.8% |
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