+913.8%
SPY vs VUG
+1,203.7%
-289.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -0.2% |
| 7D | -0.9% | -1.1% | +0.2% | 0.0% |
| 30D | -2.4% | -7.0% | +4.7% | +4.0% |
| 3M | -1.2% | -3.7% | +2.6% | +2.0% |
| 6M | +3.3% | -1.6% | +4.9% | +4.3% |
| YTD | +12.3% | +5.1% | +7.1% | +6.5% |
| 1Y | +12.4% | +3.8% | +8.7% | +7.9% |
| 3Y | +78.8% | +79.9% | -1.1% | +2.7% |
| 5Y | +75.2% | +66.4% | +8.8% | +5.6% |
| 10Y | +311.1% | +405.3% | -94.2% | -18.2% |
| All | +913.8% | +1,203.7% | -289.9% | -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