+214.8%
B vs VUG
+398.3%
-183.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.3% |
| 7D | -7.3% | +2.5% | -9.8% | -8.1% |
| 30D | -3.3% | -6.3% | +2.9% | -1.1% |
| 3M | -7.8% | -6.0% | -1.7% | -5.7% |
| 6M | -15.5% | -3.5% | -12.0% | -14.3% |
| YTD | -12.3% | +3.9% | -16.2% | -13.0% |
| 1Y | +5.4% | +5.1% | +0.3% | +4.1% |
| 3Y | +165.5% | +77.9% | +87.7% | +123.0% |
| 5Y | +107.0% | +62.4% | +44.6% | +74.2% |
| All | +214.8% | +398.3% | -183.4% | +86.6% |
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