-26.3%
U vs VUG
+132.0%
-158.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -0.7% |
| 7D | +24.4% | -1.2% | +25.5% | +24.5% |
| 30D | +7.4% | -8.9% | +16.2% | +26.3% |
| 3M | +16.8% | -5.9% | +22.7% | +28.6% |
| 6M | +78.8% | -3.3% | +82.0% | +86.0% |
| YTD | +14.0% | +3.4% | +10.5% | +5.4% |
| 1Y | +16.7% | +1.9% | +14.8% | +11.7% |
| 3Y | +86.4% | +76.9% | +9.5% | -43.5% |
| 5Y | -71.5% | +63.9% | -135.3% | -88.5% |
| All | -26.3% | +132.0% | -158.4% | -83.8% |
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