+87.9%
VUG vs BB
+68.2%
+19.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.7% |
| 7D | +0.9% | +0.5% | +0.3% | +0.8% |
| 30D | -1.4% | -12.4% | +10.9% | +0.1% |
| 3M | +2.3% | -15.3% | +17.6% | +3.6% |
| 6M | +15.7% | +128.8% | -113.1% | +1.5% |
| YTD | +8.6% | +107.7% | -99.0% | -3.5% |
| 1Y | +14.1% | +103.9% | -89.8% | +1.1% |
| 3Y | +87.9% | +72.6% | +15.3% | +59.0% |
| All | +87.9% | +68.2% | +19.7% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling