+396.3%
VUG vs D
+42.1%
+354.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | -8.2% | +10.7% | -18.9% | -10.6% |
| 3M | -5.4% | +2.3% | -7.7% | -6.1% |
| 6M | -2.5% | +12.5% | -15.0% | -6.0% |
| YTD | +4.2% | +20.1% | -15.9% | -1.5% |
| 1Y | +5.0% | +15.6% | -10.5% | +0.2% |
| 3Y | +81.7% | +75.2% | +6.6% | +48.9% |
| 5Y | +62.5% | +14.6% | +47.9% | +53.4% |
| 10Y | +396.3% | +43.8% | +352.6% | +342.0% |
| All | +396.3% | +42.1% | +354.2% | +342.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling