+76.3%
VUG vs DT
-28.6%
+104.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.6% |
| 7D | +0.9% | -4.9% | +5.7% | +2.3% |
| 30D | -1.4% | +2.7% | -4.1% | -2.4% |
| 3M | +2.3% | +20.0% | -17.6% | -4.0% |
| 6M | +15.7% | +28.0% | -12.4% | +4.9% |
| YTD | +8.6% | +16.0% | -7.4% | +1.4% |
| 1Y | +14.1% | +0.7% | +13.3% | +11.3% |
| 3Y | +87.9% | +6.2% | +81.7% | +76.0% |
| 5Y | +76.3% | -28.1% | +104.5% | +65.8% |
| All | +76.3% | -28.6% | +104.9% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling