+1,245.4%
VUG vs DE
+3,254.8%
-2,009.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.3% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | -1.4% | +9.6% | -11.1% | -5.0% |
| 3M | +2.3% | +19.0% | -16.6% | -4.6% |
| 6M | +15.7% | +16.1% | -0.4% | +8.2% |
| YTD | +8.6% | +47.0% | -38.4% | -7.8% |
| 1Y | +14.1% | +43.1% | -29.1% | -2.5% |
| 3Y | +87.9% | +77.5% | +10.4% | +45.1% |
| 5Y | +76.3% | +96.4% | -20.0% | +27.1% |
| 10Y | +409.7% | +852.9% | -443.2% | +87.0% |
| All | +1,245.4% | +3,254.8% | -2,009.4% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling