+321.7%
VWO vs DGX
+563.6%
-241.9%
-67.7%
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% | 0.0% |
| 7D | -1.8% | -0.9% | -0.9% | -1.4% |
| 30D | -0.1% | -1.2% | +1.1% | +0.3% |
| 3M | +2.2% | +15.8% | -13.5% | -4.1% |
| 6M | +8.8% | +18.2% | -9.4% | +0.8% |
| YTD | +12.4% | +37.2% | -24.8% | -2.6% |
| 1Y | +15.6% | +30.4% | -14.8% | +2.0% |
| 3Y | +62.5% | +96.7% | -34.2% | +17.2% |
| 5Y | +34.3% | +67.2% | -32.9% | +1.5% |
| 10Y | +114.8% | +253.9% | -139.2% | +2.5% |
| All | +321.7% | +563.6% | -241.9% | +26.1% |
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