+1,202.4%
VUG vs DD
+305.0%
+897.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | -1.1% | +3.2% | -4.3% | -2.2% |
| 30D | -7.0% | +20.3% | -27.3% | -13.3% |
| 3M | -3.7% | +8.2% | -11.9% | -6.8% |
| 6M | -1.6% | +3.4% | -5.0% | -3.4% |
| YTD | +5.1% | +30.6% | -25.5% | -6.1% |
| 1Y | +3.8% | +30.6% | -26.9% | -7.5% |
| 3Y | +79.9% | +91.1% | -11.2% | +35.5% |
| 5Y | +66.4% | +68.6% | -2.2% | +30.0% |
| 10Y | +405.3% | +99.9% | +305.4% | +241.7% |
| All | +1,202.4% | +305.0% | +897.4% | +516.3% |
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