-99.8%
DUG vs VT
+374.2%
-474.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.6% |
| 7D | -4.5% | +0.4% | -4.9% | -3.7% |
| 30D | -20.4% | +1.0% | -21.4% | -19.2% |
| 3M | -18.1% | +2.4% | -20.5% | -15.6% |
| 6M | -27.6% | +12.0% | -39.6% | -12.4% |
| YTD | -54.7% | +15.3% | -70.1% | -41.6% |
| 1Y | -56.3% | +22.6% | -78.9% | -35.6% |
| 3Y | -61.0% | +74.7% | -135.7% | +35.5% |
| 5Y | -93.8% | +66.1% | -159.9% | -77.7% |
| 10Y | -98.2% | +225.0% | -323.2% | -40.6% |
| All | -99.8% | +374.2% | -474.0% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling