+216.0%
C vs VUG
+78.3%
+137.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.7% |
| 7D | +4.2% | +2.5% | +1.7% | +2.1% |
| 30D | +2.0% | -6.3% | +8.3% | +7.3% |
| 3M | -10.1% | -6.0% | -4.1% | -5.7% |
| 6M | +1.0% | -3.5% | +4.5% | +3.5% |
| YTD | +8.5% | +3.9% | +4.5% | +4.1% |
| 1Y | +25.7% | +5.1% | +20.6% | +19.6% |
| 3Y | +216.0% | +77.9% | +138.1% | +126.8% |
| All | +216.0% | +78.3% | +137.7% | +126.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling