+740.7%
GOOGL vs VUG
+419.9%
+320.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.2% |
| 7D | -2.8% | -1.9% | -0.9% | -0.9% |
| 30D | -3.2% | -1.6% | -1.6% | -1.6% |
| 3M | -6.6% | +4.4% | -11.0% | -10.6% |
| 6M | +8.5% | +13.2% | -4.7% | -4.6% |
| YTD | +6.5% | +7.5% | -1.0% | -1.4% |
| 1Y | +39.4% | +12.5% | +26.9% | +23.2% |
| 3Y | +146.2% | +86.0% | +60.2% | +26.8% |
| 5Y | +138.3% | +76.5% | +61.9% | +30.2% |
| All | +740.7% | +419.9% | +320.7% | +31.1% |
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 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