+62.5%
VUG vs DTE
+46.4%
+16.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +2.5% | +3.4% | -0.9% | +1.9% |
| 30D | -6.3% | +8.9% | -15.2% | -7.7% |
| 3M | -6.0% | +1.1% | -7.1% | -6.2% |
| 6M | -3.5% | +0.1% | -3.6% | -3.8% |
| YTD | +3.9% | +11.1% | -7.1% | +0.9% |
| 1Y | +5.1% | +4.9% | +0.2% | +3.4% |
| 3Y | +77.9% | +58.6% | +19.3% | +53.0% |
| All | +62.5% | +46.4% | +16.1% | +48.8% |
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