+448.7%
FIX vs VUG
+78.4%
+370.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +4.1% |
| 7D | -17.5% | -3.4% | -14.1% | -12.8% |
| 30D | -41.6% | -11.1% | -30.5% | -29.5% |
| 3M | -40.6% | -7.2% | -33.3% | -32.9% |
| 6M | -49.4% | -4.1% | -45.2% | -45.4% |
| YTD | +9.2% | +1.4% | +7.8% | +8.5% |
| 1Y | +6.5% | +1.9% | +4.5% | +5.6% |
| 3Y | +448.7% | +77.7% | +371.0% | +175.7% |
| All | +448.7% | +78.4% | +370.3% | +175.7% |
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 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