+2,451.6%
DHR vs VUG
+1,200.5%
+1,251.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.1% |
| 7D | +2.6% | +4.4% | -1.8% | -0.9% |
| 30D | +4.2% | -7.3% | +11.5% | +10.6% |
| 3M | +13.0% | -4.2% | +17.3% | +16.7% |
| 6M | +40.2% | -1.6% | +41.8% | +40.2% |
| YTD | +2.0% | +4.9% | -2.9% | -3.6% |
| 1Y | +6.6% | +3.8% | +2.8% | +1.5% |
| 3Y | +19.9% | +79.4% | -59.5% | -29.9% |
| 5Y | -11.7% | +63.9% | -75.7% | -45.5% |
| 10Y | +240.6% | +404.0% | -163.5% | -27.6% |
| All | +2,451.6% | +1,200.5% | +1,251.1% | +115.1% |
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