+372.3%
SE vs VUG
+296.1%
+76.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -0.5% |
| 7D | 0.0% | -1.2% | +1.2% | +1.7% |
| 30D | -19.4% | -8.9% | -10.5% | -8.7% |
| 3M | -33.1% | -5.9% | -27.2% | -27.8% |
| 6M | -11.4% | -3.3% | -8.2% | -8.5% |
| YTD | -39.8% | +3.4% | -43.2% | -43.3% |
| 1Y | -50.5% | +1.9% | -52.4% | -52.3% |
| 3Y | +68.9% | +76.9% | -8.0% | -28.4% |
| 5Y | -77.1% | +63.9% | -141.0% | -88.2% |
| All | +372.3% | +296.1% | +76.2% | -11.5% |
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