+1,155.8%
VUG vs DAR
+1,758.9%
-603.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -3.4% | -9.9% | +6.5% | -1.2% |
| 30D | -11.1% | -16.4% | +5.3% | -7.7% |
| 3M | -7.2% | -17.1% | +9.8% | -3.8% |
| 6M | -4.1% | -20.5% | +16.3% | +0.1% |
| YTD | +1.4% | +39.4% | -38.0% | -7.1% |
| 1Y | +1.9% | +57.2% | -55.3% | -9.3% |
| 3Y | +77.7% | +13.9% | +63.9% | +63.8% |
| 5Y | +57.6% | -40.8% | +98.4% | +64.8% |
| 10Y | +398.6% | +276.2% | +122.3% | +225.2% |
| All | +1,155.8% | +1,758.9% | -603.1% | +472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling