+1,278.0%
AAPL vs VUG
+424.8%
+853.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.8% |
| 7D | +3.8% | -0.5% | +4.3% | +4.4% |
| 30D | +9.9% | -1.0% | +10.9% | +10.9% |
| 3M | +12.5% | +3.5% | +9.0% | +7.6% |
| 6M | +27.6% | +14.2% | +13.4% | +9.4% |
| YTD | +22.6% | +8.5% | +14.1% | +10.9% |
| 1Y | +45.0% | +12.9% | +32.1% | +25.2% |
| 3Y | +87.8% | +85.6% | +2.1% | -7.3% |
| 5Y | +128.7% | +78.1% | +50.6% | +17.7% |
| All | +1,278.0% | +424.8% | +853.2% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling