+108.2%
T vs VUG
+88.1%
+20.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.4% |
| 7D | -1.5% | +0.9% | -2.4% | -1.4% |
| 30D | +7.6% | -1.4% | +9.0% | +7.4% |
| 3M | +15.3% | +2.3% | +13.0% | +15.9% |
| 6M | -8.5% | +15.7% | -24.1% | -6.7% |
| YTD | +6.8% | +8.6% | -1.8% | +8.3% |
| 1Y | -7.2% | +14.1% | -21.3% | -5.5% |
| 3Y | +108.2% | +87.9% | +20.3% | +104.4% |
| All | +108.2% | +88.1% | +20.2% | +104.4% |
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