+192.7%
VLO vs VUG
+88.1%
+104.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.4% |
| 7D | +5.8% | +0.9% | +4.9% | +5.5% |
| 30D | +28.3% | -1.4% | +29.8% | +28.9% |
| 3M | +48.7% | +2.3% | +46.4% | +47.3% |
| 6M | +71.9% | +15.7% | +56.2% | +61.6% |
| YTD | +138.7% | +8.6% | +130.0% | +130.8% |
| 1Y | +148.5% | +14.1% | +134.4% | +134.0% |
| 3Y | +192.7% | +87.9% | +104.8% | +116.7% |
| All | +192.7% | +88.1% | +104.6% | +116.7% |
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 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