+46.0%
F vs VUG
+86.3%
-40.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.7% |
| 7D | +5.3% | -0.1% | +5.4% | +5.4% |
| 30D | +4.6% | -0.3% | +4.9% | +4.8% |
| 3M | -3.7% | -0.7% | -3.0% | -3.3% |
| 6M | +16.8% | +14.6% | +2.2% | +7.8% |
| YTD | +15.3% | +9.0% | +6.3% | +9.4% |
| 1Y | +31.0% | +14.9% | +16.1% | +20.4% |
| All | +46.0% | +86.3% | -40.3% | -0.4% |
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 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