+193.0%
B vs VUG
+1,157.1%
-964.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +9.6% | -3.4% | +13.0% | +11.3% |
| 30D | +3.5% | -11.1% | +14.6% | +9.3% |
| 3M | -1.6% | -7.2% | +5.7% | +2.0% |
| 6M | -1.7% | -4.1% | +2.5% | +0.5% |
| YTD | -5.3% | +1.4% | -6.7% | -5.5% |
| 1Y | +27.2% | +1.9% | +25.3% | +26.8% |
| 3Y | +166.1% | +77.7% | +88.4% | +103.9% |
| 5Y | +136.5% | +57.6% | +78.9% | +86.7% |
| 10Y | +172.2% | +398.6% | -226.4% | +11.8% |
| All | +193.0% | +1,157.1% | -964.1% | -40.4% |
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 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