+911.5%
BE vs VUG
+260.3%
+651.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.8% | +8.1% |
| 7D | +20.0% | -0.1% | +20.1% | +20.2% |
| 30D | +7.9% | -0.3% | +8.2% | +8.6% |
| 3M | -13.2% | -0.7% | -12.5% | -9.6% |
| 6M | +53.5% | +14.6% | +38.8% | +29.2% |
| YTD | +191.0% | +9.0% | +182.0% | +166.6% |
| 1Y | +360.5% | +14.9% | +345.7% | +302.7% |
| 3Y | +1,568.0% | +86.0% | +1,482.0% | +586.8% |
| 5Y | +1,055.2% | +76.7% | +978.5% | +451.9% |
| All | +911.5% | +260.3% | +651.2% | +85.8% |
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