+76.3%
VUG vs DOW
-37.1%
+113.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +0.9% | -2.9% | +3.8% | +1.4% |
| 30D | -1.4% | +2.0% | -3.4% | -2.0% |
| 3M | +2.3% | -12.5% | +14.9% | +4.9% |
| 6M | +15.7% | -9.2% | +24.9% | +15.6% |
| YTD | +8.6% | +30.8% | -22.2% | -3.0% |
| 1Y | +14.1% | +29.4% | -15.3% | +1.3% |
| 3Y | +87.9% | -34.6% | +122.5% | +106.0% |
| 5Y | +76.3% | -35.9% | +112.3% | +92.8% |
| All | +76.3% | -37.1% | +113.4% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 5y: compounded portfolio wealth divided by compounded DOW 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…
5y analysis · Full analysis span regression · 6 months rolling