-59.3%
C vs VUG
+1,157.1%
-1,216.4%
-98.0%
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% | -0.7% |
| 7D | -2.4% | -3.4% | +1.0% | +1.9% |
| 30D | -6.0% | -11.1% | +5.1% | +8.9% |
| 3M | -10.5% | -7.2% | -3.3% | -2.1% |
| 6M | -5.7% | -4.1% | -1.6% | -1.8% |
| YTD | +4.1% | +1.4% | +2.7% | +0.8% |
| 1Y | +20.5% | +1.9% | +18.6% | +15.6% |
| 3Y | +208.1% | +77.7% | +130.4% | +35.6% |
| 5Y | +110.4% | +57.6% | +52.8% | +0.3% |
| 10Y | +234.6% | +398.6% | -164.0% | -77.2% |
| All | -59.3% | +1,157.1% | -1,216.4% | -99.3% |
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