+11.8%
VUG vs DE
+45.6%
-33.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.9% | -2.4% | +0.5% | -1.8% |
| 30D | -1.6% | +9.7% | -11.3% | -1.9% |
| 3M | +4.4% | +21.4% | -17.0% | +3.7% |
| 6M | +13.2% | +15.0% | -1.8% | +12.3% |
| YTD | +7.5% | +46.4% | -38.9% | +6.9% |
| All | +11.8% | +45.6% | -33.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling