+361.0%
ORLY vs VUG
+424.7%
-63.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | -0.1% |
| 7D | -2.4% | -0.5% | -1.9% | -2.1% |
| 30D | -6.8% | -1.0% | -5.8% | -6.4% |
| 3M | -4.8% | +3.5% | -8.3% | -6.6% |
| 6M | -9.1% | +14.2% | -23.3% | -15.3% |
| YTD | -5.9% | +8.5% | -14.4% | -10.3% |
| 1Y | -20.4% | +12.9% | -33.3% | -25.9% |
| 3Y | +36.6% | +85.6% | -49.1% | -5.7% |
| 5Y | +117.3% | +78.1% | +39.2% | +51.4% |
| All | +361.0% | +424.7% | -63.7% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling