+1,190.7%
VUG vs BB
-35.4%
+1,226.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +2.0% |
| 7D | +0.5% | +15.0% | -14.5% | -1.5% |
| 30D | -8.2% | +3.5% | -11.7% | -8.9% |
| 3M | -5.4% | +2.7% | -8.1% | -6.4% |
| 6M | -2.5% | +44.7% | -47.3% | -9.5% |
| YTD | +4.2% | +143.3% | -139.1% | -10.9% |
| 1Y | +5.0% | +102.2% | -97.2% | -8.0% |
| 3Y | +81.7% | +156.1% | -74.4% | +47.7% |
| 5Y | +62.5% | -17.6% | +80.1% | +50.8% |
| 10Y | +396.3% | +29.0% | +367.4% | +270.0% |
| All | +1,190.7% | -35.4% | +1,226.0% | +882.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling