+1,118.6%
VUG vs DG
+606.1%
+512.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -0.1% | +8.4% | -8.5% | -1.6% |
| 30D | -0.3% | +4.9% | -5.3% | -1.3% |
| 3M | -0.7% | +29.3% | -30.0% | -5.7% |
| 6M | +14.6% | -11.3% | +25.9% | +16.5% |
| YTD | +9.0% | +1.8% | +7.3% | +7.8% |
| 1Y | +14.9% | +25.3% | -10.5% | +8.5% |
| 3Y | +86.0% | +9.1% | +77.0% | +73.8% |
| 5Y | +76.7% | -34.9% | +111.6% | +86.7% |
| 10Y | +411.3% | +108.2% | +303.1% | +305.3% |
| All | +1,118.6% | +606.1% | +512.5% | +599.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling