+409.6%
VUG vs BB
-0.1%
+409.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | -1.9% | -2.1% | +0.2% | -1.6% |
| 30D | -1.6% | -16.0% | +14.5% | +0.9% |
| 3M | +4.4% | -14.5% | +18.9% | +5.8% |
| 6M | +13.2% | +118.6% | -105.4% | -1.8% |
| YTD | +7.5% | +98.9% | -91.5% | -5.4% |
| 1Y | +12.5% | +99.5% | -87.0% | -1.6% |
| 3Y | +86.0% | +65.4% | +20.6% | +60.1% |
| 5Y | +76.5% | -27.6% | +104.1% | +65.2% |
| All | +409.6% | -0.1% | +409.7% | +272.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling