+3,553.2%
FIX vs VUG
+398.3%
+3,154.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.4% |
| 7D | +9.4% | +2.5% | +6.9% | +6.9% |
| 30D | -27.8% | -6.3% | -21.5% | -22.2% |
| 3M | -35.6% | -6.0% | -29.5% | -30.7% |
| 6M | -45.2% | -3.5% | -41.7% | -42.3% |
| YTD | +19.5% | +3.9% | +15.6% | +17.4% |
| 1Y | +24.2% | +5.1% | +19.1% | +21.2% |
| 3Y | +494.2% | +77.9% | +416.3% | +276.8% |
| 5Y | +1,036.1% | +62.4% | +973.7% | +672.6% |
| All | +3,553.2% | +398.3% | +3,154.9% | +616.5% |
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