+369.1%
USB vs VUG
+1,251.8%
-882.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +1.4% | -0.1% | +1.5% | +1.5% |
| 30D | -1.3% | -0.3% | -1.0% | -1.1% |
| 3M | +15.2% | -0.7% | +15.9% | +15.1% |
| 6M | +18.8% | +14.6% | +4.2% | +3.6% |
| YTD | +21.0% | +9.0% | +12.0% | +10.3% |
| 1Y | +34.0% | +14.9% | +19.2% | +16.0% |
| 3Y | +95.3% | +86.0% | +9.3% | +5.1% |
| 5Y | +40.4% | +76.7% | -36.3% | -24.2% |
| 10Y | +107.3% | +411.3% | -304.0% | -66.7% |
| All | +369.1% | +1,251.8% | -882.7% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling