+62.5%
VUG vs DT
-42.7%
+105.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.4% |
| 7D | +0.5% | -20.2% | +20.7% | +7.0% |
| 30D | -8.2% | -30.8% | +22.6% | +1.9% |
| 3M | -5.4% | -10.2% | +4.8% | -3.4% |
| 6M | -2.5% | +8.0% | -10.6% | -7.2% |
| YTD | +4.2% | +1.5% | +2.7% | +0.3% |
| 1Y | +5.0% | -6.9% | +11.9% | +4.0% |
| 3Y | +81.7% | -10.9% | +92.6% | +78.4% |
| 5Y | +62.5% | -42.2% | +104.7% | +71.8% |
| All | +62.5% | -42.7% | +105.2% | +71.8% |
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