+1,238.7%
VUG vs BDX
+667.0%
+571.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.9% |
| 7D | +0.1% | -3.6% | +3.6% | +1.6% |
| 30D | -1.7% | +0.7% | -2.4% | -2.1% |
| 3M | +2.8% | +19.0% | -16.1% | -5.2% |
| 6M | +13.6% | +10.8% | +2.8% | +7.6% |
| YTD | +8.1% | +20.1% | -12.1% | -1.7% |
| 1Y | +13.1% | +23.1% | -10.0% | +1.4% |
| 3Y | +87.0% | -8.8% | +95.8% | +86.6% |
| 5Y | +76.0% | -1.4% | +77.4% | +66.4% |
| 10Y | +420.5% | +60.5% | +360.0% | +260.7% |
| All | +1,238.7% | +667.0% | +571.7% | +352.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling