+405.3%
VUG vs D
+47.5%
+357.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.1% | +1.8% |
| 7D | -1.1% | -2.4% | +1.4% | -0.5% |
| 30D | -7.0% | +9.0% | -16.0% | -9.1% |
| 3M | -3.7% | +1.0% | -4.7% | -4.1% |
| 6M | -1.6% | +11.0% | -12.6% | -4.8% |
| YTD | +5.1% | +19.8% | -14.6% | -0.6% |
| 1Y | +3.8% | +16.0% | -12.2% | -1.1% |
| 3Y | +79.9% | +74.4% | +5.5% | +47.6% |
| 5Y | +66.4% | +13.5% | +52.8% | +57.6% |
| 10Y | +405.3% | +48.4% | +356.9% | +347.5% |
| All | +405.3% | +47.5% | +357.8% | +347.5% |
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