+59.6%
T vs VUG
+78.4%
-18.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.7% |
| 7D | +1.0% | -3.4% | +4.4% | +0.5% |
| 30D | -10.6% | -11.1% | +0.5% | -12.3% |
| 3M | -7.7% | -7.2% | -0.5% | -8.9% |
| 6M | -13.3% | -4.1% | -9.2% | -13.7% |
| YTD | -8.8% | +1.4% | -10.2% | -8.3% |
| 1Y | -8.4% | +1.9% | -10.3% | -7.9% |
| 3Y | +59.6% | +77.7% | -18.1% | +61.7% |
| All | +59.6% | +78.4% | -18.7% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling