+80.0%
VUG vs DG
+24.7%
+55.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.1% | -3.0% | +1.9% | -1.1% |
| 30D | -7.0% | +8.6% | -15.6% | -7.0% |
| 3M | -3.7% | +15.0% | -18.7% | -3.7% |
| 6M | -1.6% | +32.7% | -34.3% | -1.6% |
| YTD | +5.1% | +5.5% | -0.4% | +5.0% |
| 1Y | +3.8% | +34.6% | -30.8% | +4.2% |
| All | +80.0% | +24.7% | +55.3% | +85.2% |
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