+1,190.7%
VUG vs DRI
+2,282.6%
-1,091.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.3% |
| 7D | +0.5% | +3.1% | -2.6% | -0.4% |
| 30D | -8.2% | +16.2% | -24.4% | -12.2% |
| 3M | -5.4% | +8.4% | -13.8% | -8.0% |
| 6M | -2.5% | +19.0% | -21.5% | -8.1% |
| YTD | +4.2% | +28.8% | -24.6% | -4.5% |
| 1Y | +5.0% | +33.1% | -28.1% | -4.8% |
| 3Y | +81.7% | +70.8% | +11.0% | +50.6% |
| 5Y | +62.5% | +74.2% | -11.7% | +32.9% |
| 10Y | +396.3% | +345.5% | +50.8% | +177.8% |
| All | +1,190.7% | +2,282.6% | -1,091.9% | +309.9% |
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