+36.6%
ORLY vs VUG
+86.2%
-49.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.3% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -6.8% | -1.0% | -5.8% | -6.7% |
| 3M | -4.8% | +3.5% | -8.3% | -5.1% |
| 6M | -9.1% | +14.2% | -23.3% | -10.7% |
| YTD | -5.9% | +8.5% | -14.4% | -7.0% |
| 1Y | -20.4% | +12.9% | -33.3% | -21.9% |
| 3Y | +36.6% | +85.6% | -49.1% | +22.8% |
| All | +36.6% | +86.2% | -49.6% | +22.8% |
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 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