-15.8%
F vs VUG
+65.5%
-81.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.7% |
| 7D | -3.9% | +4.4% | -8.3% | -7.1% |
| 30D | -0.5% | -7.3% | +6.9% | +5.3% |
| 3M | -12.9% | -4.2% | -8.7% | -10.4% |
| 6M | +1.5% | -1.6% | +3.1% | +2.1% |
| YTD | -5.0% | +4.9% | -9.9% | -9.5% |
| 1Y | -7.3% | +3.8% | -11.1% | -11.0% |
| 3Y | +45.3% | +79.4% | -34.2% | -17.4% |
| 5Y | -15.8% | +63.9% | -79.7% | -51.0% |
| All | -15.8% | +65.5% | -81.2% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling