-26.6%
GOOG vs VUG
-2.5%
-24.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.2% |
| 7D | +3.0% | +2.5% | +0.5% | +0.8% |
| 30D | -14.9% | -6.3% | -8.6% | -9.4% |
| 3M | -14.9% | -6.0% | -8.9% | -9.6% |
| 6M | -26.6% | -3.5% | -23.1% | -24.8% |
| All | -26.6% | -2.5% | -24.1% | -24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling