+13.5%
U vs VUG
+88.1%
-74.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.2% |
| 7D | +4.5% | +0.9% | +3.6% | +3.1% |
| 30D | -0.6% | -1.4% | +0.9% | +1.5% |
| 3M | +48.4% | +2.3% | +46.1% | +43.0% |
| 6M | +115.4% | +15.7% | +99.7% | +71.2% |
| YTD | -3.2% | +8.6% | -11.8% | -13.5% |
| 1Y | -6.0% | +14.1% | -20.1% | -21.0% |
| 3Y | +13.5% | +87.9% | -74.4% | -51.8% |
| All | +13.5% | +88.1% | -74.6% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling