+49.9%
F vs VUG
+79.7%
-29.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +1.0% | -1.2% | +2.2% | +1.5% |
| 30D | +2.1% | -8.9% | +11.0% | +7.6% |
| 3M | -10.3% | -5.9% | -4.3% | -7.3% |
| 6M | +3.3% | -3.3% | +6.5% | +4.9% |
| YTD | -2.0% | +3.4% | -5.4% | -4.5% |
| 1Y | -2.3% | +1.9% | -4.2% | -4.1% |
| 3Y | +49.9% | +76.9% | -27.0% | -5.1% |
| All | +49.9% | +79.7% | -29.8% | -5.1% |
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