+77.6%
V vs VUG
+78.4%
-0.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +2.2% | -3.4% | +5.6% | +3.5% |
| 30D | +13.6% | -11.1% | +24.7% | +18.7% |
| 3M | +14.3% | -7.2% | +21.5% | +17.4% |
| 6M | +33.1% | -4.1% | +37.2% | +34.3% |
| YTD | +21.2% | +1.4% | +19.9% | +19.0% |
| 1Y | +26.4% | +1.9% | +24.5% | +23.7% |
| 3Y | +77.6% | +77.7% | -0.2% | +29.4% |
| All | +77.6% | +78.4% | -0.8% | +29.4% |
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