+2,316.3%
ICE vs VUG
+1,140.6%
+1,175.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | -0.7% | -0.1% | -0.6% | -0.5% |
| 30D | +7.6% | -0.3% | +7.9% | +7.9% |
| 3M | +13.9% | -0.7% | +14.6% | +13.6% |
| 6M | -2.4% | +14.6% | -17.0% | -16.2% |
| YTD | +0.3% | +9.0% | -8.8% | -9.7% |
| 1Y | -6.4% | +14.9% | -21.3% | -20.6% |
| 3Y | +43.1% | +86.0% | -42.9% | -31.0% |
| 5Y | +42.1% | +76.7% | -34.6% | -31.5% |
| 10Y | +220.9% | +411.3% | -190.4% | -65.2% |
| All | +2,316.3% | +1,140.6% | +1,175.7% | -26.5% |
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