+538.3%
T vs VUG
+1,251.8%
-713.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.7% |
| 7D | -1.3% | -0.1% | -1.2% | -1.2% |
| 30D | +11.4% | -0.3% | +11.7% | +11.5% |
| 3M | +14.3% | -0.7% | +15.0% | +14.0% |
| 6M | -9.3% | +14.6% | -23.9% | -16.5% |
| YTD | +7.1% | +9.0% | -1.9% | +0.9% |
| 1Y | -9.1% | +14.9% | -24.0% | -17.1% |
| 3Y | +105.3% | +86.0% | +19.3% | +36.2% |
| 5Y | +66.8% | +76.7% | -9.9% | +10.0% |
| 10Y | +66.8% | +411.3% | -344.5% | -51.1% |
| All | +538.3% | +1,251.8% | -713.5% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling