+202.8%
TER vs VUG
+76.6%
+126.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +6.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | -8.3% | -0.3% | -8.0% | -7.8% |
| 3M | -12.2% | -0.7% | -11.5% | -9.6% |
| 6M | +17.1% | +14.6% | +2.4% | -0.3% |
| YTD | +84.7% | +9.0% | +75.6% | +68.5% |
| 1Y | +199.9% | +14.9% | +185.1% | +157.7% |
| 3Y | +232.8% | +86.0% | +146.7% | +57.5% |
| All | +202.8% | +76.6% | +126.2% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling