+1,250.4%
VUG vs DRI
+2,130.8%
-880.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | -0.3% | +3.8% | -4.2% | -1.6% |
| 3M | -0.7% | +13.0% | -13.7% | -4.6% |
| 6M | +14.6% | +8.3% | +6.3% | +11.2% |
| YTD | +9.0% | +20.6% | -11.6% | +2.1% |
| 1Y | +14.9% | +6.5% | +8.4% | +11.2% |
| 3Y | +86.0% | +53.7% | +32.3% | +59.2% |
| 5Y | +76.7% | +72.7% | +4.0% | +45.0% |
| 10Y | +411.3% | +363.2% | +48.1% | +182.8% |
| All | +1,250.4% | +2,130.8% | -880.3% | +338.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling