+502.9%
TEAM vs VUG
+410.7%
+92.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.4% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +17.0% | -1.7% | +18.7% | +19.8% |
| 3M | +85.9% | +2.8% | +83.1% | +79.0% |
| 6M | +116.7% | +13.6% | +103.0% | +83.7% |
| YTD | +9.6% | +8.1% | +1.5% | -0.9% |
| 1Y | -2.5% | +13.1% | -15.6% | -17.2% |
| 3Y | -14.0% | +87.0% | -100.9% | -61.4% |
| 5Y | -53.1% | +76.0% | -129.0% | -76.0% |
| 10Y | +502.9% | +420.5% | +82.4% | -11.0% |
| All | +502.9% | +410.7% | +92.3% | -11.0% |
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 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