+402.8%
VUG vs BB
+21.8%
+381.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | +2.5% | +1.8% | +0.7% | +2.2% |
| 30D | -6.3% | +8.1% | -14.4% | -7.6% |
| 3M | -6.0% | -1.0% | -5.0% | -6.5% |
| 6M | -3.5% | +45.9% | -49.4% | -10.8% |
| YTD | +3.9% | +134.8% | -130.9% | -11.3% |
| 1Y | +5.1% | +104.6% | -99.5% | -8.6% |
| 3Y | +77.9% | +152.8% | -75.0% | +43.5% |
| 5Y | +62.4% | -17.4% | +79.8% | +48.5% |
| All | +402.8% | +21.8% | +381.1% | +260.2% |
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