+88.7%
VUG vs DT
+8.9%
+79.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -0.1% | -3.3% | +3.2% | +0.6% |
| 30D | -0.3% | +2.0% | -2.4% | -0.9% |
| 3M | -0.7% | +20.0% | -20.7% | -5.4% |
| 6M | +14.6% | +39.3% | -24.7% | +3.9% |
| YTD | +9.0% | +19.8% | -10.7% | +3.3% |
| 1Y | +14.9% | +4.3% | +10.6% | +13.4% |
| All | +88.7% | +8.9% | +79.8% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling