+1,155.8%
VUG vs DRI
+2,247.1%
-1,091.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -3.4% | +2.8% | -6.2% | -4.2% |
| 30D | -11.1% | +13.3% | -24.3% | -14.3% |
| 3M | -7.2% | +8.2% | -15.4% | -9.7% |
| 6M | -4.1% | +17.5% | -21.7% | -9.3% |
| YTD | +1.4% | +26.9% | -25.5% | -6.7% |
| 1Y | +1.9% | +31.6% | -29.7% | -7.3% |
| 3Y | +77.7% | +67.0% | +10.8% | +48.2% |
| 5Y | +57.6% | +72.9% | -15.3% | +29.2% |
| 10Y | +398.6% | +371.3% | +27.3% | +174.0% |
| All | +1,155.8% | +2,247.1% | -1,091.3% | +300.5% |
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