+356.0%
USB vs VUG
+1,217.8%
-861.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +0.5% |
| 7D | +2.4% | -3.0% | +5.4% | +5.1% |
| 30D | +6.6% | -6.4% | +13.0% | +12.7% |
| 3M | -4.1% | -3.2% | -0.9% | -1.7% |
| 6M | +12.5% | +3.1% | +9.4% | +7.9% |
| YTD | +17.6% | +6.3% | +11.4% | +9.3% |
| 1Y | +36.5% | +5.2% | +31.3% | +27.8% |
| 3Y | +95.4% | +87.4% | +8.0% | +3.8% |
| 5Y | +26.1% | +65.5% | -39.3% | -27.5% |
| 10Y | +101.3% | +422.7% | -321.4% | -68.8% |
| All | +356.0% | +1,217.8% | -861.8% | -74.4% |
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 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