+124.3%
GOOGL vs VUG
+80.4%
+43.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +0.5% |
| 7D | +1.6% | -1.1% | +2.6% | +2.4% |
| 30D | -16.8% | -7.0% | -9.8% | -10.9% |
| 3M | -14.6% | -3.7% | -10.9% | -11.5% |
| 6M | -24.4% | -1.6% | -22.8% | -23.2% |
| YTD | -6.1% | +5.1% | -11.2% | -10.5% |
| 1Y | +1.0% | +3.8% | -2.8% | -2.6% |
| All | +124.3% | +80.4% | +43.9% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling