+405.3%
VUG vs DLR
+188.5%
+216.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.6% |
| 7D | -1.1% | -2.0% | +1.0% | -0.2% |
| 30D | -7.0% | +0.5% | -7.5% | -7.2% |
| 3M | -3.7% | -4.4% | +0.7% | -2.3% |
| 6M | -1.6% | -6.4% | +4.8% | 0.0% |
| YTD | +5.1% | +19.5% | -14.3% | -3.2% |
| 1Y | +3.8% | +10.5% | -6.8% | -1.6% |
| 3Y | +79.9% | +54.0% | +25.9% | +46.5% |
| 5Y | +66.4% | +39.7% | +26.7% | +37.6% |
| 10Y | +405.3% | +189.5% | +215.8% | +240.4% |
| All | +405.3% | +188.5% | +216.7% | +240.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling