+13,447.0%
GOOG vs VUG
+1,334.2%
+12,112.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +1.1% | +0.9% | +0.2% | +0.2% |
| 30D | -5.1% | -1.4% | -3.6% | -3.7% |
| 3M | -7.1% | +2.3% | -9.4% | -9.2% |
| 6M | +12.7% | +15.7% | -3.0% | -2.8% |
| YTD | +7.1% | +8.6% | -1.5% | -1.7% |
| 1Y | +43.6% | +14.1% | +29.5% | +25.5% |
| 3Y | +146.8% | +87.9% | +58.9% | +28.6% |
| 5Y | +133.7% | +76.3% | +57.4% | +30.8% |
| 10Y | +773.3% | +409.7% | +363.7% | +68.5% |
| All | +13,447.0% | +1,334.2% | +12,112.8% | +948.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling