+186.7%
B vs VUG
+391.5%
-204.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +9.6% | -3.4% | +13.0% | +10.9% |
| 30D | +3.5% | -11.1% | +14.6% | +7.9% |
| 3M | -1.6% | -7.2% | +5.7% | +1.1% |
| 6M | -1.7% | -4.1% | +2.5% | +0.1% |
| YTD | -5.3% | +1.4% | -6.7% | -5.4% |
| 1Y | +27.2% | +1.9% | +25.3% | +27.0% |
| 3Y | +166.1% | +77.7% | +88.4% | +123.6% |
| 5Y | +136.5% | +57.6% | +78.9% | +100.8% |
| All | +186.7% | +391.5% | -204.8% | +51.0% |
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