+25.0%
V vs VUG
+3.0%
+22.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.4% | +4.4% | -4.8% | -1.0% |
| 30D | +6.3% | -7.3% | +13.7% | +7.5% |
| 3M | +17.2% | -4.2% | +21.4% | +17.8% |
| 6M | +29.2% | -1.6% | +30.8% | +29.1% |
| YTD | +20.8% | +4.9% | +15.9% | +17.4% |
| 1Y | +25.0% | +3.8% | +21.2% | +22.2% |
| All | +25.0% | +3.0% | +22.0% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling