+1,476.2%
VTR vs DGX
+7,197.1%
-5,720.9%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 6M | +6.2% | +18.2% | -12.0% | +1.1% |
| YTD | +17.7% | +37.2% | -19.5% | +7.4% |
| 1Y | +32.9% | +30.4% | +2.5% | +22.7% |
| 3Y | +129.7% | +96.7% | +33.0% | +88.3% |
| 5Y | +89.3% | +67.2% | +22.1% | +60.8% |
| 10Y | +99.1% | +253.9% | -154.8% | +38.9% |
| All | +1,476.2% | +7,197.1% | -5,720.9% | +625.6% |
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