+1,250.4%
VUG vs BB
-46.0%
+1,296.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | -5.6% | +5.5% | +0.7% |
| 30D | -0.3% | -11.8% | +11.5% | +1.4% |
| 3M | -0.7% | -25.5% | +24.8% | +2.6% |
| 6M | +14.6% | +121.3% | -106.6% | -0.1% |
| YTD | +9.0% | +103.2% | -94.1% | -3.8% |
| 1Y | +14.9% | +102.6% | -87.8% | +0.9% |
| 3Y | +86.0% | +37.5% | +48.5% | +65.4% |
| 5Y | +76.7% | -30.4% | +107.1% | +68.3% |
| 10Y | +411.3% | 0.0% | +411.3% | +297.2% |
| All | +1,250.4% | -46.0% | +1,296.5% | +960.6% |
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