+377.8%
GE vs VUG
+57.0%
+320.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.0% |
| 7D | +7.1% | -3.4% | +10.5% | +9.8% |
| 30D | +6.5% | -11.1% | +17.6% | +15.9% |
| 3M | -13.6% | -7.2% | -6.3% | -8.9% |
| 6M | +6.0% | -4.1% | +10.1% | +8.7% |
| YTD | +5.4% | +1.4% | +4.0% | +3.6% |
| 1Y | +6.5% | +1.9% | +4.5% | +4.2% |
| 3Y | +268.6% | +77.7% | +190.8% | +142.2% |
| All | +377.8% | +57.0% | +320.9% | +228.8% |
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