-9.8%
T vs VUG
+3.5%
-13.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.4% |
| 7D | +2.5% | +2.5% | 0.0% | +3.6% |
| 30D | -3.8% | -6.3% | +2.5% | -6.4% |
| 3M | -8.7% | -6.0% | -2.7% | -11.1% |
| 6M | -8.1% | -3.5% | -4.6% | -8.7% |
| YTD | -6.4% | +3.9% | -10.4% | -4.9% |
| 1Y | -9.8% | +5.1% | -14.9% | -8.0% |
| All | -9.8% | +3.5% | -13.2% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling