+1,187.3%
VUG vs DTE
+940.2%
+247.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +2.5% | +3.4% | -0.9% | +1.0% |
| 30D | -6.3% | +8.9% | -15.2% | -9.9% |
| 3M | -6.0% | +1.1% | -7.1% | -6.7% |
| 6M | -3.5% | +0.1% | -3.6% | -4.2% |
| YTD | +3.9% | +11.1% | -7.1% | -2.2% |
| 1Y | +5.1% | +4.9% | +0.2% | +1.5% |
| 3Y | +77.9% | +58.6% | +19.3% | +37.5% |
| 5Y | +62.4% | +47.3% | +15.1% | +28.2% |
| 10Y | +399.4% | +151.3% | +248.1% | +176.9% |
| All | +1,187.3% | +940.2% | +247.1% | +194.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling