+1,250.4%
VUG vs DD
+242.5%
+1,008.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -0.1% | -3.5% | +3.4% | +1.2% |
| 30D | -0.3% | -10.3% | +10.0% | +3.7% |
| 3M | -0.7% | -7.5% | +6.9% | +2.0% |
| 6M | +14.6% | -8.0% | +22.6% | +17.4% |
| YTD | +9.0% | +10.5% | -1.4% | +3.8% |
| 1Y | +14.9% | +38.3% | -23.4% | 0.0% |
| 3Y | +86.0% | +42.5% | +43.6% | +56.4% |
| 5Y | +76.7% | +60.2% | +16.5% | +40.7% |
| 10Y | +411.3% | +68.9% | +342.4% | +269.0% |
| All | +1,250.4% | +242.5% | +1,008.0% | +581.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling