+22.7%
USB vs VUG
+55.7%
-33.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | +0.9% |
| 7D | -1.5% | -7.1% | +5.7% | +2.6% |
| 30D | +4.3% | -12.1% | +16.4% | +11.8% |
| 3M | -6.1% | -8.1% | +2.1% | -1.9% |
| 6M | +9.4% | -3.2% | +12.6% | +10.4% |
| YTD | +15.2% | +0.5% | +14.7% | +13.5% |
| 1Y | +32.8% | -0.7% | +33.4% | +31.6% |
| 3Y | +91.3% | +77.1% | +14.2% | +34.4% |
| 5Y | +22.7% | +56.2% | -33.5% | -13.1% |
| All | +22.7% | +55.7% | -33.1% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling