+58.8%
T vs VUG
+390.7%
-331.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.4% | +0.9% |
| 7D | +2.6% | -1.2% | +3.8% | +2.8% |
| 30D | -1.1% | -8.9% | +7.8% | +1.4% |
| 3M | -7.7% | -5.9% | -1.8% | -6.4% |
| 6M | -10.6% | -3.3% | -7.4% | -10.3% |
| YTD | -7.5% | +3.4% | -10.9% | -9.4% |
| 1Y | -7.4% | +1.9% | -9.3% | -9.0% |
| 3Y | +63.1% | +76.9% | -13.8% | +26.5% |
| 5Y | +55.2% | +63.9% | -8.7% | +22.4% |
| 10Y | +58.8% | +396.2% | -337.4% | -35.1% |
| All | +58.8% | +390.7% | -331.9% | -35.1% |
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