+76.9%
VUG vs DD
+94.8%
-17.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.1% |
| 7D | -1.2% | +2.2% | -3.4% | -1.9% |
| 30D | -8.9% | +20.7% | -29.5% | -14.1% |
| 3M | -5.9% | +11.3% | -17.2% | -9.2% |
| 6M | -3.3% | +6.0% | -9.2% | -5.4% |
| YTD | +3.4% | +31.7% | -28.3% | -6.4% |
| 1Y | +1.9% | +32.2% | -30.3% | -8.0% |
| 3Y | +76.9% | +92.7% | -15.8% | +35.5% |
| All | +76.9% | +94.8% | -17.9% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 3y: compounded portfolio wealth divided by compounded DD 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…
3y analysis · Full analysis span regression · 6 months rolling