+2,926.4%
V vs VUG
+997.1%
+1,929.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -1.7% | -0.1% | -1.6% | -1.6% |
| 30D | +2.0% | -0.3% | +2.3% | +2.1% |
| 3M | +17.4% | -0.7% | +18.0% | +17.0% |
| 6M | +17.5% | +14.6% | +2.9% | +2.7% |
| YTD | +7.6% | +9.0% | -1.4% | -1.9% |
| 1Y | +7.7% | +14.9% | -7.2% | -6.7% |
| 3Y | +54.7% | +86.0% | -31.4% | -16.9% |
| 5Y | +73.0% | +76.7% | -3.6% | -5.2% |
| 10Y | +390.9% | +411.3% | -20.4% | -7.6% |
| All | +2,926.4% | +997.1% | +1,929.3% | +198.7% |
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