+11,791.0%
GOOGL vs VUG
+1,272.2%
+10,518.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | 0.0% |
| 7D | +3.9% | +2.5% | +1.4% | +1.2% |
| 30D | -14.9% | -6.3% | -8.6% | -9.2% |
| 3M | -14.6% | -6.0% | -8.5% | -9.1% |
| 6M | -26.4% | -3.5% | -22.9% | -23.8% |
| YTD | -5.3% | +3.9% | -9.2% | -9.2% |
| 1Y | +6.5% | +5.1% | +1.3% | +1.0% |
| 3Y | +126.0% | +77.9% | +48.2% | +24.2% |
| 5Y | +100.8% | +62.4% | +38.4% | +22.0% |
| 10Y | +673.8% | +399.4% | +274.4% | +52.2% |
| All | +11,791.0% | +1,272.2% | +10,518.8% | +861.1% |
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 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