+89.0%
F vs VUG
+1,157.1%
-1,068.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.7% |
| 7D | +1.6% | -3.4% | +4.9% | +4.9% |
| 30D | +2.6% | -11.1% | +13.7% | +15.1% |
| 3M | -8.8% | -7.2% | -1.6% | -2.2% |
| 6M | +4.6% | -4.1% | +8.8% | +8.0% |
| YTD | -1.9% | +1.4% | -3.3% | -4.8% |
| 1Y | -0.8% | +1.9% | -2.7% | -4.4% |
| 3Y | +43.5% | +77.7% | -34.3% | -27.3% |
| 5Y | -12.1% | +57.6% | -69.7% | -49.6% |
| 10Y | +83.6% | +398.6% | -314.9% | -75.7% |
| All | +89.0% | +1,157.1% | -1,068.1% | -91.7% |
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