+953.3%
ON vs VUG
+1,200.5%
-247.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.5% |
| 7D | +17.0% | +4.4% | +12.6% | +9.9% |
| 30D | -3.9% | -7.3% | +3.5% | +8.9% |
| 3M | -11.5% | -4.2% | -7.3% | -4.4% |
| 6M | -29.2% | -1.6% | -27.6% | -25.4% |
| YTD | +36.2% | +4.9% | +31.3% | +30.1% |
| 1Y | +49.6% | +3.8% | +45.8% | +45.3% |
| 3Y | +9.4% | +79.4% | -70.0% | -52.4% |
| 5Y | +25.8% | +63.9% | -38.1% | -34.1% |
| 10Y | +557.1% | +404.0% | +153.1% | -32.8% |
| All | +953.3% | +1,200.5% | -247.2% | -74.1% |
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