+4.5%
GOOGL vs VUG
+3.0%
+1.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.0% |
| 7D | +5.7% | +4.4% | +1.3% | +1.3% |
| 30D | -15.6% | -7.3% | -8.2% | -8.8% |
| 3M | -13.0% | -4.2% | -8.7% | -9.1% |
| 6M | -22.8% | -1.6% | -21.2% | -21.6% |
| YTD | -4.4% | +4.9% | -9.3% | -9.6% |
| 1Y | +4.5% | +3.8% | +0.7% | +0.1% |
| All | +4.5% | +3.0% | +1.4% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling