+6,597.9%
ORLY vs VUG
+1,246.8%
+5,351.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -2.3% | +0.9% | -3.2% | -2.9% |
| 30D | -8.2% | -1.4% | -6.7% | -7.4% |
| 3M | -3.5% | +2.3% | -5.8% | -5.5% |
| 6M | -9.2% | +15.7% | -24.9% | -18.3% |
| YTD | -5.8% | +8.6% | -14.4% | -11.9% |
| 1Y | -19.3% | +14.1% | -33.3% | -27.3% |
| 3Y | +34.4% | +87.9% | -53.5% | -17.9% |
| 5Y | +117.8% | +76.3% | +41.5% | +34.2% |
| 10Y | +356.9% | +409.7% | -52.7% | +14.0% |
| All | +6,597.9% | +1,246.8% | +5,351.2% | +599.2% |
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