+420.5%
VUG vs DAR
+364.6%
+55.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | -1.7% | +7.4% | -9.1% | -3.5% |
| 3M | +2.8% | +15.7% | -12.9% | -1.1% |
| 6M | +13.6% | +30.0% | -16.4% | +5.8% |
| YTD | +8.1% | +87.5% | -79.5% | -8.2% |
| 1Y | +13.1% | +113.4% | -100.3% | -7.6% |
| 3Y | +87.0% | +15.3% | +71.7% | +72.6% |
| 5Y | +76.0% | -4.3% | +80.3% | +66.2% |
| 10Y | +420.5% | +380.2% | +40.3% | +189.1% |
| All | +420.5% | +364.6% | +55.9% | +189.1% |
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