+977.1%
BE vs VUG
+257.2%
+719.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.0% |
| 7D | +23.9% | +0.1% | +23.8% | +23.8% |
| 30D | +27.8% | -1.7% | +29.5% | +31.7% |
| 3M | +3.7% | +2.8% | +0.9% | +2.0% |
| 6M | +78.0% | +13.6% | +64.3% | +51.1% |
| YTD | +209.9% | +8.1% | +201.8% | +187.9% |
| 1Y | +389.6% | +13.1% | +376.5% | +339.2% |
| 3Y | +1,730.6% | +87.0% | +1,643.6% | +647.9% |
| 5Y | +1,227.8% | +76.0% | +1,151.8% | +538.4% |
| All | +977.1% | +257.2% | +719.9% | +100.7% |
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 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