+150.5%
GOOGL vs VUG
+88.1%
+62.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +1.1% | +0.9% | +0.2% | +0.2% |
| 30D | -4.4% | -1.4% | -3.0% | -3.1% |
| 3M | -6.8% | +2.3% | -9.1% | -8.8% |
| 6M | +13.6% | +15.7% | -2.1% | -1.2% |
| YTD | +8.3% | +8.6% | -0.3% | -0.1% |
| 1Y | +44.9% | +14.1% | +30.9% | +27.5% |
| 3Y | +150.5% | +87.9% | +62.6% | +25.7% |
| All | +150.5% | +88.1% | +62.4% | +25.7% |
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