+311.1%
SPOT vs VUG
+285.0%
+26.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +3.3% |
| 7D | +1.6% | +2.5% | -0.9% | -1.0% |
| 30D | +16.9% | -6.3% | +23.2% | +23.5% |
| 3M | +23.0% | -6.0% | +29.0% | +28.9% |
| 6M | +42.2% | -3.5% | +45.7% | +43.4% |
| YTD | +5.5% | +3.9% | +1.6% | -2.1% |
| 1Y | -5.1% | +5.1% | -10.2% | -13.1% |
| 3Y | +257.9% | +77.9% | +180.0% | +80.1% |
| 5Y | +118.4% | +62.4% | +56.0% | +23.3% |
| All | +311.1% | +285.0% | +26.1% | +15.0% |
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