+5.2%
VUG vs DRI
+34.0%
-28.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +1.6% |
| 7D | -3.0% | +6.5% | -9.5% | -3.0% |
| 30D | -6.4% | +16.4% | -22.8% | -6.4% |
| 3M | -3.2% | +13.6% | -16.9% | -3.2% |
| 6M | +3.1% | +22.0% | -18.9% | +2.5% |
| YTD | +6.3% | +29.3% | -23.0% | +5.6% |
| 1Y | +5.2% | +32.0% | -26.8% | +4.1% |
| All | +5.2% | +34.0% | -28.8% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling