-37.8%
U vs VUG
+142.5%
-180.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.5% |
| 7D | +4.4% | +0.1% | +4.3% | +4.2% |
| 30D | -1.3% | -1.7% | +0.4% | +1.8% |
| 3M | +49.6% | +2.8% | +46.8% | +40.8% |
| 6M | +100.2% | +13.6% | +86.6% | +53.8% |
| YTD | -3.7% | +8.1% | -11.8% | -16.5% |
| 1Y | -6.5% | +13.1% | -19.6% | -25.1% |
| 3Y | +12.9% | +87.0% | -74.1% | -68.8% |
| 5Y | -68.3% | +76.0% | -144.3% | -88.5% |
| All | -37.8% | +142.5% | -180.2% | -87.2% |
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 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