+129.7%
VTR vs DGX
+96.4%
+33.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | +1.1% | -1.2% | +2.3% | +1.4% |
| 3M | +7.9% | +15.8% | -7.9% | +3.1% |
| 6M | +6.2% | +18.2% | -12.0% | +0.6% |
| YTD | +17.7% | +37.2% | -19.5% | +6.1% |
| 1Y | +32.9% | +30.4% | +2.5% | +21.5% |
| 3Y | +129.7% | +96.7% | +33.0% | +79.0% |
| All | +129.7% | +96.4% | +33.3% | +79.0% |
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