+205.4%
B vs VUG
+1,192.0%
-986.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.8% | +1.4% | +2.9% |
| 7D | +11.3% | +0.5% | +10.8% | +11.0% |
| 30D | +2.9% | -8.2% | +11.1% | +7.1% |
| 3M | -2.9% | -5.4% | +2.6% | -0.3% |
| 6M | -1.2% | -2.5% | +1.3% | +0.2% |
| YTD | -1.3% | +4.2% | -5.5% | -2.7% |
| 1Y | +30.4% | +5.0% | +25.4% | +28.2% |
| 3Y | +195.3% | +81.7% | +113.5% | +124.0% |
| 5Y | +146.2% | +62.5% | +83.7% | +91.6% |
| 10Y | +200.5% | +396.3% | -195.8% | +24.3% |
| All | +205.4% | +1,192.0% | -986.6% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling