+327.1%
NET vs VUG
+86.3%
+240.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.3% |
| 7D | -7.0% | -0.1% | -6.9% | -6.7% |
| 30D | -4.8% | -0.3% | -4.5% | -3.9% |
| 3M | +3.8% | -0.7% | +4.5% | +5.3% |
| 6M | +50.0% | +14.6% | +35.4% | +22.9% |
| YTD | +41.5% | +9.0% | +32.5% | +25.5% |
| 1Y | +32.8% | +14.9% | +18.0% | +9.7% |
| All | +327.1% | +86.3% | +240.7% | +61.2% |
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