+78.8%
SE vs VUG
+79.9%
-1.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.2% | +0.1% |
| 7D | +3.3% | +0.5% | +2.8% | +2.8% |
| 30D | -18.2% | -8.2% | -10.0% | -10.8% |
| 3M | -31.3% | -5.4% | -25.8% | -27.4% |
| 6M | -10.1% | -2.5% | -7.6% | -8.2% |
| YTD | -38.9% | +4.2% | -43.1% | -41.9% |
| 1Y | -48.0% | +5.0% | -53.0% | -50.9% |
| 3Y | +78.8% | +81.7% | -2.9% | +45.3% |
| All | +78.8% | +79.9% | -1.1% | +45.3% |
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