+414.3%
VUG vs BNY
+416.3%
-2.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.5% | -1.3% | +0.8% | +0.1% |
| 30D | -1.0% | -0.2% | -0.8% | -0.9% |
| 3M | +3.5% | +14.9% | -11.4% | -2.7% |
| 6M | +14.2% | +40.0% | -25.8% | -1.4% |
| YTD | +8.5% | +42.0% | -33.5% | -7.2% |
| 1Y | +12.9% | +56.9% | -44.0% | -7.6% |
| 3Y | +85.6% | +289.9% | -204.2% | +3.1% |
| 5Y | +78.1% | +259.2% | -181.1% | +0.3% |
| All | +414.3% | +416.3% | -2.0% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling