+1,250.4%
VUG vs BP
+187.3%
+1,063.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -0.1% | +3.9% | -4.0% | -1.4% |
| 30D | -0.3% | +7.6% | -7.9% | -2.9% |
| 3M | -0.7% | +0.7% | -1.4% | -1.6% |
| 6M | +14.6% | +15.5% | -0.9% | +7.6% |
| YTD | +9.0% | +30.8% | -21.8% | -2.3% |
| 1Y | +14.9% | +34.3% | -19.4% | +1.7% |
| 3Y | +86.0% | +35.1% | +51.0% | +61.2% |
| 5Y | +76.7% | +126.8% | -50.1% | +23.0% |
| 10Y | +411.3% | +123.4% | +287.9% | +228.3% |
| All | +1,250.4% | +187.3% | +1,063.1% | +610.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling