+62.9%
KO vs VUG
+84.5%
-21.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.3% |
| 7D | -1.1% | -1.9% | +0.8% | -1.3% |
| 30D | +1.6% | -1.6% | +3.1% | +1.4% |
| 3M | +5.8% | +4.4% | +1.4% | +6.2% |
| 6M | +14.3% | +13.2% | +1.1% | +14.9% |
| YTD | +27.3% | +7.5% | +19.8% | +27.8% |
| 1Y | +33.2% | +12.5% | +20.7% | +33.7% |
| All | +62.9% | +84.5% | -21.6% | +51.7% |
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