+1,155.8%
VUG vs D
+441.7%
+714.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.5% |
| 7D | -3.4% | +3.0% | -6.4% | -4.6% |
| 30D | -11.1% | +11.5% | -22.6% | -15.1% |
| 3M | -7.2% | +3.7% | -11.0% | -8.9% |
| 6M | -4.1% | +13.5% | -17.7% | -9.8% |
| YTD | +1.4% | +20.7% | -19.3% | -7.5% |
| 1Y | +1.9% | +18.2% | -16.3% | -6.4% |
| 3Y | +77.7% | +73.3% | +4.4% | +33.2% |
| 5Y | +57.6% | +12.3% | +45.3% | +42.4% |
| 10Y | +398.6% | +43.4% | +355.2% | +270.6% |
| All | +1,155.8% | +441.7% | +714.1% | +333.6% |
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