+157.6%
B vs VUG
+76.6%
+81.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -1.6% | -0.1% | -1.5% | -1.5% |
| 30D | +9.4% | -0.3% | +9.7% | +9.6% |
| 3M | +5.0% | -0.7% | +5.7% | +5.4% |
| 6M | -3.5% | +14.6% | -18.2% | -7.9% |
| YTD | +4.5% | +9.0% | -4.6% | +1.4% |
| 1Y | +67.8% | +14.9% | +52.9% | +60.4% |
| 3Y | +196.7% | +86.0% | +110.7% | +144.7% |
| All | +157.6% | +76.6% | +81.0% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling