+412.4%
VUG vs DG
+101.7%
+310.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | +0.1% | -4.8% | +4.9% | +0.9% |
| 30D | -1.7% | +1.8% | -3.4% | -2.1% |
| 3M | +2.8% | +14.5% | -11.6% | +0.1% |
| 6M | +13.6% | -13.6% | +27.2% | +15.9% |
| YTD | +8.1% | -4.8% | +12.9% | +8.2% |
| 1Y | +13.1% | +21.6% | -8.5% | +7.8% |
| 3Y | +87.0% | +4.5% | +82.5% | +76.7% |
| 5Y | +76.0% | -38.5% | +114.4% | +93.4% |
| All | +412.4% | +101.7% | +310.6% | +319.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling