+92.5%
USB vs VUG
+76.8%
+15.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | +0.8% |
| 7D | -1.5% | -7.1% | +5.7% | +2.5% |
| 30D | +4.3% | -12.1% | +16.4% | +11.6% |
| 3M | -6.1% | -8.1% | +2.1% | -2.0% |
| 6M | +9.4% | -3.2% | +12.6% | +10.2% |
| YTD | +15.2% | +0.5% | +14.7% | +13.0% |
| 1Y | +32.8% | -0.7% | +33.4% | +31.1% |
| All | +92.5% | +76.8% | +15.7% | +24.4% |
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