+1,250.4%
VUG vs BG
+454.7%
+795.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.1% | +2.8% | -2.9% | -0.8% |
| 30D | -0.3% | +12.0% | -12.4% | -3.3% |
| 3M | -0.7% | -7.7% | +7.0% | +0.8% |
| 6M | +14.6% | +4.5% | +10.1% | +12.3% |
| YTD | +9.0% | +35.7% | -26.7% | -0.4% |
| 1Y | +14.9% | +50.1% | -35.2% | +1.6% |
| 3Y | +86.0% | +12.6% | +73.4% | +74.2% |
| 5Y | +76.7% | +75.4% | +1.3% | +43.4% |
| 10Y | +411.3% | +150.5% | +260.8% | +251.6% |
| All | +1,250.4% | +454.7% | +795.7% | +637.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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