+223.1%
VLO vs VUG
+79.9%
+143.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.2% |
| 7D | -6.5% | +0.5% | -7.0% | -6.6% |
| 30D | -17.8% | -8.2% | -9.6% | -15.8% |
| 3M | +19.6% | -5.4% | +25.0% | +21.2% |
| 6M | +49.3% | -2.5% | +51.8% | +49.4% |
| YTD | +122.4% | +4.2% | +118.2% | +117.0% |
| 1Y | +107.4% | +5.0% | +102.4% | +101.5% |
| 3Y | +223.1% | +81.7% | +141.3% | +131.4% |
| All | +223.1% | +79.9% | +143.2% | +131.4% |
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