+881.1%
SPY vs VUG
+1,157.1%
-276.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.5% |
| 7D | -2.7% | -3.4% | +0.7% | +0.3% |
| 30D | -5.4% | -11.1% | +5.7% | +4.9% |
| 3M | -4.1% | -7.2% | +3.2% | +2.3% |
| 6M | +0.7% | -4.1% | +4.8% | +4.0% |
| YTD | +8.7% | +1.4% | +7.3% | +6.5% |
| 1Y | +10.9% | +1.9% | +9.0% | +8.1% |
| 3Y | +75.0% | +77.7% | -2.7% | +1.5% |
| 5Y | +67.8% | +57.6% | +10.2% | +6.3% |
| 10Y | +312.9% | +398.6% | -85.7% | -17.1% |
| All | +881.1% | +1,157.1% | -276.0% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling