+67.3%
F vs VUG
+398.3%
-331.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.8% |
| 7D | -3.1% | +2.5% | -5.6% | -5.1% |
| 30D | 0.0% | -6.3% | +6.3% | +4.8% |
| 3M | -13.2% | -6.0% | -7.2% | -9.3% |
| 6M | -10.2% | -3.5% | -6.7% | -8.4% |
| YTD | -4.9% | +3.9% | -8.9% | -8.8% |
| 1Y | -6.1% | +5.1% | -11.2% | -10.7% |
| 3Y | +46.0% | +77.9% | -31.9% | -13.5% |
| 5Y | -15.7% | +62.4% | -78.1% | -46.8% |
| All | +67.3% | +398.3% | -331.0% | -61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling