-98.2%
DUG vs VT
+221.8%
-320.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -2.3% |
| 7D | -9.8% | +2.4% | -12.2% | -5.5% |
| 30D | +6.9% | -1.5% | +8.4% | +3.3% |
| 3M | -14.0% | -4.1% | -9.8% | -21.8% |
| 6M | -25.8% | +0.6% | -26.4% | -27.2% |
| YTD | -57.1% | +11.0% | -68.2% | -49.3% |
| 1Y | -56.9% | +13.3% | -70.2% | -46.6% |
| 3Y | -67.6% | +73.4% | -141.0% | +14.6% |
| 5Y | -91.1% | +57.4% | -148.5% | -72.4% |
| All | -98.2% | +221.8% | -320.0% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling