+76.5%
VUG vs BP
+128.1%
-51.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.1% | +3.9% | -4.0% | -0.8% |
| 30D | -0.3% | +7.6% | -7.9% | -1.6% |
| 3M | -0.7% | +0.7% | -1.4% | -1.0% |
| 6M | +14.6% | +15.5% | -0.9% | +10.4% |
| YTD | +9.0% | +30.8% | -21.8% | +2.0% |
| 1Y | +14.9% | +34.3% | -19.4% | +6.6% |
| 3Y | +86.0% | +35.1% | +51.0% | +69.8% |
| All | +76.5% | +128.1% | -51.6% | +40.7% |
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