+715.9%
VTV vs DGX
+702.5%
+13.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -1.1% | -0.9% | -0.2% | -0.8% |
| 30D | -1.0% | -1.2% | +0.1% | -0.6% |
| 3M | +4.6% | +15.8% | -11.1% | -1.5% |
| 6M | +13.5% | +18.2% | -4.7% | +5.7% |
| YTD | +18.5% | +37.2% | -18.7% | +3.6% |
| 1Y | +22.9% | +30.4% | -7.5% | +9.4% |
| 3Y | +67.8% | +96.7% | -28.9% | +24.4% |
| 5Y | +81.8% | +67.2% | +14.7% | +41.7% |
| 10Y | +233.0% | +253.9% | -20.9% | +78.6% |
| All | +715.9% | +702.5% | +13.4% | +190.2% |
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