+183.9%
DVN vs VUG
+1,246.8%
-1,062.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | -1.3% | +0.9% | -2.2% | -2.2% |
| 30D | +12.6% | -1.4% | +14.0% | +14.1% |
| 3M | +8.1% | +2.3% | +5.8% | +3.8% |
| 6M | +10.2% | +15.7% | -5.5% | -9.0% |
| YTD | +33.8% | +8.6% | +25.2% | +17.5% |
| 1Y | +43.9% | +14.1% | +29.8% | +18.8% |
| 3Y | +1.7% | +87.9% | -86.2% | -53.9% |
| 5Y | +119.6% | +76.3% | +43.3% | +0.7% |
| 10Y | +53.7% | +409.7% | -355.9% | -81.3% |
| All | +183.9% | +1,246.8% | -1,062.9% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling