+948.1%
FIX vs VUG
+57.0%
+891.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.9% | +4.5% | +4.5% |
| 7D | -17.5% | -3.4% | -14.1% | -14.1% |
| 30D | -41.6% | -11.1% | -30.5% | -33.1% |
| 3M | -40.6% | -7.2% | -33.3% | -35.0% |
| 6M | -49.4% | -4.1% | -45.2% | -46.2% |
| YTD | +9.2% | +1.4% | +7.8% | +9.7% |
| 1Y | +6.5% | +1.9% | +4.5% | +6.9% |
| 3Y | +448.7% | +77.7% | +371.0% | +259.3% |
| All | +948.1% | +57.0% | +891.1% | +646.5% |
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 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