+2,178.3%
DHR vs VUG
+1,251.8%
+926.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -3.9% | -0.1% | -3.8% | -3.8% |
| 30D | +4.0% | -0.3% | +4.3% | +4.3% |
| 3M | +11.5% | -0.7% | +12.2% | +11.1% |
| 6M | +1.9% | +14.6% | -12.8% | -10.0% |
| YTD | -8.9% | +9.0% | -17.9% | -16.3% |
| 1Y | +5.1% | +14.9% | -9.8% | -8.0% |
| 3Y | -10.3% | +86.0% | -96.3% | -49.1% |
| 5Y | -27.8% | +76.7% | -104.5% | -58.1% |
| 10Y | +203.6% | +411.3% | -207.7% | -35.8% |
| All | +2,178.3% | +1,251.8% | +926.5% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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