+1,075.3%
VUG vs DG
+632.1%
+443.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.1% | -3.0% | +1.9% | -0.5% |
| 30D | -7.0% | +8.6% | -15.6% | -8.6% |
| 3M | -3.7% | +15.0% | -18.7% | -6.5% |
| 6M | -1.6% | +32.7% | -34.3% | -7.3% |
| YTD | +5.1% | +5.5% | -0.4% | +3.0% |
| 1Y | +3.8% | +34.6% | -30.8% | -3.4% |
| 3Y | +79.9% | +24.2% | +55.6% | +62.8% |
| 5Y | +66.4% | -32.3% | +98.6% | +74.0% |
| 10Y | +405.3% | +111.1% | +294.2% | +298.8% |
| All | +1,075.3% | +632.1% | +443.2% | +568.1% |
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