+57.3%
VUG vs BP
+103.6%
-46.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.4% | -11.6% | +8.2% | -1.6% |
| 30D | -11.1% | 0.0% | -11.1% | -11.3% |
| 3M | -7.2% | +6.7% | -14.0% | -8.6% |
| 6M | -4.1% | +2.2% | -6.3% | -5.0% |
| YTD | +1.4% | +33.0% | -31.6% | -5.9% |
| 1Y | +1.9% | +30.7% | -28.8% | -5.2% |
| 3Y | +77.7% | +44.2% | +33.5% | +59.2% |
| All | +57.3% | +103.6% | -46.3% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling