+87.9%
VUG vs DG
+10.3%
+77.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.4% |
| 7D | +0.9% | -2.5% | +3.3% | +0.9% |
| 30D | -1.4% | +1.0% | -2.4% | -1.4% |
| 3M | +2.3% | +20.3% | -18.0% | +2.3% |
| 6M | +15.7% | -11.7% | +27.4% | +15.3% |
| YTD | +8.6% | -2.3% | +10.9% | +8.5% |
| 1Y | +14.1% | +20.0% | -5.9% | +14.4% |
| 3Y | +87.9% | +7.2% | +80.7% | +97.5% |
| All | +87.9% | +10.3% | +77.6% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling