+3.8%
VUG vs DT
-4.9%
+8.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | -0.1% | +1.5% |
| 7D | -1.1% | -5.4% | +4.4% | -0.5% |
| 30D | -7.0% | -32.2% | +25.2% | -3.4% |
| 3M | -3.7% | -10.9% | +7.2% | -2.6% |
| 6M | -1.6% | +10.0% | -11.6% | -2.7% |
| YTD | +5.1% | +2.1% | +3.1% | +4.9% |
| 1Y | +3.8% | -5.5% | +9.3% | +4.7% |
| All | +3.8% | -4.9% | +8.7% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling