+396.2%
VUG vs DAR
+269.9%
+126.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | -1.2% | -3.8% | +2.6% | -0.3% |
| 30D | -8.9% | -14.4% | +5.6% | -5.6% |
| 3M | -5.9% | -17.9% | +12.0% | -2.0% |
| 6M | -3.3% | -18.3% | +15.0% | +0.5% |
| YTD | +3.4% | +43.2% | -39.8% | -6.7% |
| 1Y | +1.9% | +57.7% | -55.8% | -10.4% |
| 3Y | +76.9% | +22.7% | +54.2% | +58.3% |
| 5Y | +63.9% | -34.0% | +97.9% | +69.5% |
| 10Y | +396.2% | +279.5% | +116.7% | +193.5% |
| All | +396.2% | +269.9% | +126.3% | +193.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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