+780.7%
GOOG vs VUG
+424.7%
+355.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +0.6% |
| 7D | 0.0% | -0.5% | +0.5% | +0.6% |
| 30D | -2.0% | -1.0% | -1.0% | -1.0% |
| 3M | -5.9% | +3.5% | -9.4% | -9.1% |
| 6M | +8.9% | +14.2% | -5.3% | -5.1% |
| YTD | +7.1% | +8.5% | -1.4% | -1.7% |
| 1Y | +39.7% | +12.9% | +26.8% | +23.0% |
| 3Y | +145.8% | +85.6% | +60.2% | +27.0% |
| 5Y | +138.6% | +78.1% | +60.5% | +29.2% |
| All | +780.7% | +424.7% | +355.9% | +36.5% |
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