+76.3%
VUG vs DD
+61.7%
+14.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | -1.4% | -7.4% | +6.0% | +1.6% |
| 3M | +2.3% | -6.4% | +8.8% | +4.8% |
| 6M | +15.7% | -2.5% | +18.2% | +15.8% |
| YTD | +8.6% | +10.2% | -1.6% | +2.7% |
| 1Y | +14.1% | +36.9% | -22.9% | -2.5% |
| 3Y | +87.9% | +47.0% | +40.9% | +50.1% |
| 5Y | +76.3% | +63.1% | +13.2% | +32.9% |
| All | +76.3% | +61.7% | +14.6% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling