+68.2%
SPY vs VUG
+57.0%
+11.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.4% |
| 7D | -2.7% | -3.4% | +0.7% | -0.2% |
| 30D | -5.4% | -11.1% | +5.7% | +3.0% |
| 3M | -4.1% | -7.2% | +3.2% | +1.2% |
| 6M | +0.7% | -4.1% | +4.8% | +3.5% |
| YTD | +8.7% | +1.4% | +7.3% | +7.1% |
| 1Y | +10.9% | +1.9% | +9.0% | +8.8% |
| 3Y | +75.0% | +77.7% | -2.7% | +13.5% |
| All | +68.2% | +57.0% | +11.2% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling