+91.7%
USB vs VUG
+391.5%
-299.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.1% |
| 7D | 0.0% | -3.4% | +3.4% | +2.2% |
| 30D | +5.8% | -11.1% | +16.9% | +14.2% |
| 3M | -6.0% | -7.2% | +1.3% | -1.5% |
| 6M | +7.8% | -4.1% | +11.9% | +9.8% |
| YTD | +14.6% | +1.4% | +13.2% | +11.9% |
| 1Y | +31.8% | +1.9% | +29.9% | +28.1% |
| 3Y | +91.5% | +77.7% | +13.8% | +23.9% |
| 5Y | +22.0% | +57.6% | -35.6% | -15.0% |
| All | +91.7% | +391.5% | -299.8% | -44.1% |
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