+112.5%
NET vs VUG
+76.6%
+35.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.0% |
| 7D | -7.0% | -0.1% | -6.9% | -6.7% |
| 30D | -4.8% | -0.3% | -4.5% | -3.6% |
| 3M | +3.8% | -0.7% | +4.5% | +5.2% |
| 6M | +50.0% | +14.6% | +35.4% | +13.8% |
| YTD | +41.5% | +9.0% | +32.5% | +18.9% |
| 1Y | +32.8% | +14.9% | +18.0% | +0.9% |
| 3Y | +335.9% | +86.0% | +249.8% | +15.8% |
| All | +112.5% | +76.6% | +35.8% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling