+76.5%
VUG vs BDX
-3.5%
+80.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.1% |
| 7D | -1.9% | -5.4% | +3.5% | -0.7% |
| 30D | -1.6% | -2.2% | +0.6% | -1.1% |
| 3M | +4.4% | +20.1% | -15.7% | -0.2% |
| 6M | +13.2% | +9.1% | +4.1% | +10.7% |
| YTD | +7.5% | +17.9% | -10.4% | +2.8% |
| 1Y | +12.5% | +22.1% | -9.6% | +6.4% |
| 3Y | +86.0% | -10.5% | +96.5% | +90.9% |
| 5Y | +76.5% | -2.6% | +79.1% | +77.8% |
| All | +76.5% | -3.5% | +80.0% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 5y: compounded portfolio wealth divided by compounded BDX 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…
5y analysis · Full analysis span regression · 6 months rolling