-93.8%
DUG vs VT
+66.2%
-160.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.5% | +0.4% | -4.9% | -4.0% |
| 30D | -20.4% | +1.0% | -21.4% | -19.6% |
| 3M | -18.1% | +2.4% | -20.5% | -16.5% |
| 6M | -27.6% | +12.0% | -39.6% | -18.0% |
| YTD | -54.7% | +15.3% | -70.1% | -46.3% |
| 1Y | -56.3% | +22.6% | -78.9% | -42.8% |
| 3Y | -61.0% | +74.7% | -135.7% | -3.5% |
| All | -93.8% | +66.2% | -160.0% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling