+233.6%
VUG vs DT
+103.5%
+130.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -0.1% | -3.3% | +3.2% | +0.8% |
| 30D | -0.3% | +2.0% | -2.4% | -1.1% |
| 3M | -0.7% | +20.0% | -20.7% | -6.6% |
| 6M | +14.6% | +39.3% | -24.7% | +1.6% |
| YTD | +9.0% | +19.8% | -10.7% | +0.9% |
| 1Y | +14.9% | +4.3% | +10.6% | +10.6% |
| 3Y | +86.0% | +7.7% | +78.3% | +74.0% |
| 5Y | +76.7% | -26.8% | +103.5% | +75.1% |
| All | +233.6% | +103.5% | +130.1% | +130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling