+46.9%
DUK vs VUG
+85.5%
-38.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +0.2% | -1.7% | +1.9% | 0.0% |
| 3M | -1.9% | +2.8% | -4.7% | -1.4% |
| 6M | -6.5% | +13.6% | -20.1% | -4.9% |
| YTD | +5.4% | +8.1% | -2.6% | +6.8% |
| 1Y | +3.6% | +13.1% | -9.5% | +5.3% |
| All | +46.9% | +85.5% | -38.6% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 3y: compounded portfolio wealth divided by compounded VUG 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…
3y analysis · Full analysis span regression · 6 months rolling