+1,449.6%
NET vs VUG
+227.6%
+1,222.0%
-82.6%
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% | -1.2% |
| 7D | -7.0% | -0.1% | -6.9% | -6.7% |
| 30D | -4.8% | -0.3% | -4.5% | -3.8% |
| 3M | +3.8% | -0.7% | +4.5% | +5.2% |
| 6M | +50.0% | +14.6% | +35.4% | +20.7% |
| YTD | +41.5% | +9.0% | +32.5% | +23.6% |
| 1Y | +32.8% | +14.9% | +18.0% | +7.4% |
| 3Y | +335.9% | +86.0% | +249.8% | +67.3% |
| 5Y | +113.8% | +76.7% | +37.1% | -2.3% |
| All | +1,449.6% | +227.6% | +1,222.0% | +318.1% |
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