+420.5%
VUG vs BP
+132.0%
+288.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | +0.1% | +4.0% | -3.9% | -0.8% |
| 30D | -1.7% | +7.8% | -9.5% | -3.5% |
| 3M | +2.8% | +8.4% | -5.6% | +0.4% |
| 6M | +13.6% | +15.1% | -1.5% | +8.7% |
| YTD | +8.1% | +36.4% | -28.3% | -1.4% |
| 1Y | +13.1% | +40.9% | -27.8% | +2.1% |
| 3Y | +87.0% | +38.8% | +48.1% | +67.0% |
| 5Y | +76.0% | +141.1% | -65.1% | +32.0% |
| 10Y | +420.5% | +133.9% | +286.6% | +295.8% |
| All | +420.5% | +132.0% | +288.5% | +295.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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