-99.8%
DUG vs VT
+363.9%
-463.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.7% | +8.1% | +13.3% |
| 7D | +15.1% | -0.3% | +15.4% | +13.8% |
| 30D | -1.6% | -1.4% | -0.1% | -5.3% |
| 3M | -17.7% | -1.4% | -16.3% | -21.2% |
| 6M | -18.0% | +5.5% | -23.5% | -11.7% |
| YTD | -55.1% | +12.8% | -67.9% | -45.3% |
| 1Y | -58.0% | +15.4% | -73.4% | -46.2% |
| 3Y | -63.9% | +76.9% | -140.7% | +27.8% |
| 5Y | -90.7% | +60.4% | -151.1% | -69.9% |
| 10Y | -98.3% | +232.8% | -331.0% | -40.5% |
| All | -99.8% | +363.9% | -463.7% | -18.9% |
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