+322.4%
NET vs VUG
+87.0%
+235.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -4.8% |
| 7D | -16.4% | -3.0% | -13.4% | -12.4% |
| 30D | -25.8% | -6.4% | -19.4% | -18.1% |
| 3M | -11.5% | -3.2% | -8.3% | -6.4% |
| 6M | +18.9% | +3.1% | +15.8% | +14.9% |
| YTD | +35.2% | +6.3% | +28.9% | +25.4% |
| 1Y | +14.5% | +5.2% | +9.3% | +8.0% |
| All | +322.4% | +87.0% | +235.4% | +64.5% |
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 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