+1,287.1%
VUG vs DLR
+3,595.6%
-2,308.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.1% | +1.6% | -1.7% | -0.6% |
| 30D | -0.3% | -3.4% | +3.0% | +0.7% |
| 3M | -0.7% | +0.5% | -1.2% | -1.4% |
| 6M | +14.6% | +4.6% | +10.1% | +12.1% |
| YTD | +9.0% | +23.4% | -14.4% | +0.8% |
| 1Y | +14.9% | +19.0% | -4.2% | +7.1% |
| 3Y | +86.0% | +56.5% | +29.5% | +56.3% |
| 5Y | +76.7% | +33.3% | +43.4% | +53.6% |
| 10Y | +411.3% | +165.1% | +246.2% | +247.9% |
| All | +1,287.1% | +3,595.6% | -2,308.5% | +350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling