+76.3%
VUG vs DG
-37.3%
+113.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.1% |
| 7D | +0.9% | -2.5% | +3.3% | +1.0% |
| 30D | -1.4% | +1.0% | -2.4% | -1.5% |
| 3M | +2.3% | +20.3% | -18.0% | +0.7% |
| 6M | +15.7% | -11.7% | +27.4% | +16.4% |
| YTD | +8.6% | -2.3% | +10.9% | +8.4% |
| 1Y | +14.1% | +20.0% | -5.9% | +11.9% |
| 3Y | +87.9% | +7.2% | +80.7% | +84.6% |
| 5Y | +76.3% | -37.9% | +114.2% | +95.9% |
| All | +76.3% | -37.3% | +113.6% | +95.9% |
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