-98.1%
DUG vs VT
+215.5%
-313.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.8% |
| 7D | +27.5% | -2.3% | +29.8% | +21.7% |
| 30D | +4.0% | -5.0% | +9.0% | -6.5% |
| 3M | -13.8% | -4.9% | -8.9% | -22.9% |
| 6M | -19.7% | -1.5% | -18.2% | -24.4% |
| YTD | -52.5% | +8.5% | -61.0% | -46.3% |
| 1Y | -54.5% | +11.4% | -65.9% | -45.5% |
| 3Y | -62.6% | +70.1% | -132.7% | +27.4% |
| 5Y | -89.9% | +53.7% | -143.6% | -70.1% |
| All | -98.1% | +215.5% | -313.6% | -31.0% |
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