+140.7%
GOOG vs VUG
+85.5%
+55.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.6% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | -7.7% | -1.7% | -6.0% | -6.2% |
| 3M | -9.3% | +2.8% | -12.1% | -11.6% |
| 6M | +7.4% | +13.6% | -6.2% | -4.9% |
| YTD | +4.9% | +8.1% | -3.2% | -2.8% |
| 1Y | +37.2% | +13.1% | +24.1% | +21.8% |
| All | +140.7% | +85.5% | +55.2% | +23.1% |
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