+97.7%
GOOG vs VUG
+62.0%
+35.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | 0.0% |
| 7D | +3.0% | +2.5% | +0.5% | +0.4% |
| 30D | -14.9% | -6.3% | -8.6% | -9.2% |
| 3M | -14.9% | -6.0% | -8.9% | -9.5% |
| 6M | -26.6% | -3.5% | -23.1% | -24.0% |
| YTD | -6.6% | +3.9% | -10.5% | -10.5% |
| 1Y | +5.1% | +5.1% | 0.0% | -0.4% |
| 3Y | +121.0% | +77.9% | +43.1% | +19.4% |
| All | +97.7% | +62.0% | +35.6% | +14.1% |
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 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