+130.7%
C vs VUG
+76.6%
+54.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +3.6% | -0.1% | +3.7% | +3.7% |
| 30D | +0.1% | -0.3% | +0.4% | +0.3% |
| 3M | +2.4% | -0.7% | +3.1% | +2.7% |
| 6M | +24.9% | +14.6% | +10.3% | +13.0% |
| YTD | +19.8% | +9.0% | +10.8% | +12.5% |
| 1Y | +44.9% | +14.9% | +30.0% | +31.0% |
| 3Y | +263.0% | +86.0% | +176.9% | +140.7% |
| All | +130.7% | +76.6% | +54.0% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling