+62.5%
VUG vs DG
-35.8%
+98.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +2.5% | +0.3% | +2.2% | +2.5% |
| 30D | -6.3% | +3.2% | -9.5% | -6.5% |
| 3M | -6.0% | +10.4% | -16.5% | -6.8% |
| 6M | -3.5% | +33.2% | -36.7% | -5.9% |
| YTD | +3.9% | +3.0% | +1.0% | +3.3% |
| 1Y | +5.1% | +31.2% | -26.1% | +2.4% |
| 3Y | +77.9% | +21.8% | +56.0% | +71.0% |
| All | +62.5% | -35.8% | +98.3% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling