+76.5%
VUG vs DTE
+31.2%
+45.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.3% |
| 7D | -1.9% | -2.0% | +0.1% | -1.5% |
| 30D | -1.6% | -2.4% | +0.8% | -1.1% |
| 3M | +4.4% | -7.3% | +11.7% | +5.7% |
| 6M | +13.2% | -7.6% | +20.8% | +14.5% |
| YTD | +7.5% | +5.8% | +1.7% | +5.3% |
| 1Y | +12.5% | +2.3% | +10.1% | +11.0% |
| 3Y | +86.0% | +45.0% | +40.9% | +64.0% |
| 5Y | +76.5% | +33.2% | +43.3% | +65.0% |
| All | +76.5% | +31.2% | +45.3% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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