+68.4%
T vs VUG
+410.7%
-342.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +4.6% | -1.7% | +6.3% | +5.1% |
| 3M | +12.2% | +2.8% | +9.4% | +11.0% |
| 6M | -6.5% | +13.6% | -20.1% | -10.6% |
| YTD | +4.9% | +8.1% | -3.2% | +1.7% |
| 1Y | -10.5% | +13.1% | -23.6% | -14.7% |
| 3Y | +104.6% | +87.0% | +17.6% | +55.9% |
| 5Y | +64.2% | +76.0% | -11.8% | +26.0% |
| 10Y | +68.4% | +420.5% | -352.0% | -35.1% |
| All | +68.4% | +410.7% | -342.2% | -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