+409.7%
VUG vs DRI
+350.3%
+59.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.1% |
| 7D | +0.9% | -1.2% | +2.1% | +1.2% |
| 30D | -1.4% | -0.4% | -1.0% | -1.5% |
| 3M | +2.3% | +9.5% | -7.2% | -0.6% |
| 6M | +15.7% | +6.5% | +9.2% | +13.0% |
| YTD | +8.6% | +18.4% | -9.8% | +2.7% |
| 1Y | +14.1% | +4.2% | +9.8% | +11.4% |
| 3Y | +87.9% | +57.1% | +30.8% | +61.5% |
| 5Y | +76.3% | +70.4% | +5.9% | +46.9% |
| 10Y | +409.7% | +354.0% | +55.6% | +234.7% |
| All | +409.7% | +350.3% | +59.4% | +234.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling