+1,250.4%
VUG vs D
+419.9%
+830.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | -0.3% | -3.6% | +3.2% | +1.1% |
| 3M | -0.7% | -1.0% | +0.3% | -0.5% |
| 6M | +14.6% | +6.3% | +8.3% | +10.9% |
| YTD | +9.0% | +14.7% | -5.7% | +1.9% |
| 1Y | +14.9% | +16.9% | -2.1% | +6.1% |
| 3Y | +86.0% | +56.8% | +29.2% | +45.4% |
| 5Y | +76.7% | +5.2% | +71.5% | +64.2% |
| 10Y | +411.3% | +35.9% | +375.4% | +289.8% |
| All | +1,250.4% | +419.9% | +830.5% | +375.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling