+1,238.7%
VUG vs DGX
+704.0%
+534.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | -2.2% | +2.3% | +0.9% |
| 30D | -1.7% | -0.9% | -0.8% | -1.4% |
| 3M | +2.8% | +15.6% | -12.8% | -2.9% |
| 6M | +13.6% | +17.8% | -4.2% | +6.2% |
| YTD | +8.1% | +37.5% | -29.4% | -5.2% |
| 1Y | +13.1% | +31.2% | -18.1% | +0.6% |
| 3Y | +87.0% | +96.6% | -9.6% | +38.8% |
| 5Y | +76.0% | +64.9% | +11.1% | +38.5% |
| 10Y | +420.5% | +254.6% | +165.9% | +185.1% |
| All | +1,238.7% | +704.0% | +534.7% | +395.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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