+13,507.3%
GOOGL vs VUG
+1,339.6%
+12,167.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | -6.6% | -0.3% | -6.2% | -6.3% |
| 3M | -8.9% | -0.7% | -8.3% | -8.3% |
| 6M | +11.9% | +14.6% | -2.8% | -2.5% |
| YTD | +8.3% | +9.0% | -0.7% | -0.9% |
| 1Y | +46.2% | +14.9% | +31.3% | +26.9% |
| 3Y | +151.9% | +86.0% | +65.8% | +32.6% |
| 5Y | +137.7% | +76.7% | +61.0% | +32.7% |
| 10Y | +757.6% | +411.3% | +346.3% | +64.9% |
| All | +13,507.3% | +1,339.6% | +12,167.7% | +948.7% |
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 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