+782.3%
TER vs VUG
+1,157.1%
-374.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.3% |
| 7D | -20.5% | -3.4% | -17.1% | -15.8% |
| 30D | -47.0% | -11.1% | -35.9% | -36.2% |
| 3M | -43.3% | -7.2% | -36.0% | -35.7% |
| 6M | -42.9% | -4.1% | -38.8% | -36.9% |
| YTD | +12.9% | +1.4% | +11.5% | +16.5% |
| 1Y | +18.2% | +1.9% | +16.3% | +21.7% |
| 3Y | +151.8% | +77.7% | +74.0% | +23.1% |
| 5Y | +54.2% | +57.6% | -3.4% | -9.2% |
| 10Y | +908.2% | +398.6% | +509.7% | +14.5% |
| All | +782.3% | +1,157.1% | -374.7% | -75.6% |
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