-53.2%
C vs VUG
+1,251.8%
-1,305.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +3.6% | -0.1% | +3.7% | +3.8% |
| 30D | +0.1% | -0.3% | +0.4% | +0.4% |
| 3M | +2.4% | -0.7% | +3.1% | +2.6% |
| 6M | +24.9% | +14.6% | +10.3% | +3.5% |
| YTD | +19.8% | +9.0% | +10.8% | +6.2% |
| 1Y | +44.9% | +14.9% | +30.0% | +19.3% |
| 3Y | +263.0% | +86.0% | +176.9% | +51.1% |
| 5Y | +129.5% | +76.7% | +52.8% | -6.4% |
| 10Y | +291.6% | +411.3% | -119.7% | -73.6% |
| All | -53.2% | +1,251.8% | -1,305.0% | -99.2% |
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