+230.7%
VUG vs DT
+98.4%
+132.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -1.7% | +0.1% | -1.7% | -1.9% |
| 3M | +2.8% | +24.1% | -21.3% | -4.4% |
| 6M | +13.6% | +30.1% | -16.5% | +2.9% |
| YTD | +8.1% | +16.8% | -8.7% | +0.7% |
| 1Y | +13.1% | -0.1% | +13.2% | +10.3% |
| 3Y | +87.0% | +6.8% | +80.1% | +75.2% |
| 5Y | +76.0% | -28.4% | +104.3% | +75.5% |
| All | +230.7% | +98.4% | +132.2% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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