+120.6%
VLO vs VUG
+4.9%
+115.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -5.1% |
| 7D | -6.0% | -3.0% | -3.0% | -7.0% |
| 30D | -12.9% | -6.4% | -6.4% | -14.9% |
| 3M | +18.3% | -3.2% | +21.6% | +17.1% |
| 6M | +46.4% | +3.1% | +43.3% | +48.9% |
| YTD | +127.7% | +6.3% | +121.5% | +140.7% |
| 1Y | +120.6% | +5.2% | +115.4% | +134.3% |
| All | +120.6% | +4.9% | +115.7% | +134.3% |
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