+186.3%
SE vs VUG
+90.1%
+96.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | -6.1% | -0.1% | -6.0% | -6.0% |
| 30D | -2.5% | -0.3% | -2.1% | -2.2% |
| 3M | +21.7% | -0.7% | +22.4% | +22.5% |
| 6M | +27.0% | +14.6% | +12.4% | +9.3% |
| YTD | -12.1% | +9.0% | -21.2% | -20.2% |
| 1Y | -40.9% | +14.9% | -55.8% | -49.2% |
| All | +186.3% | +90.1% | +96.2% | +53.1% |
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 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