+1,181.0%
VUG vs BP
+192.3%
+988.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -6.3% | +5.1% | +0.9% |
| 30D | -8.9% | -3.6% | -5.3% | -8.0% |
| 3M | -5.9% | +5.2% | -11.2% | -8.1% |
| 6M | -3.3% | +5.3% | -8.6% | -6.1% |
| YTD | +3.4% | +33.1% | -29.7% | -8.3% |
| 1Y | +1.9% | +26.3% | -24.4% | -8.2% |
| 3Y | +76.9% | +47.5% | +29.4% | +48.3% |
| 5Y | +63.9% | +106.2% | -42.3% | +18.0% |
| 10Y | +396.2% | +127.0% | +269.2% | +215.8% |
| All | +1,181.0% | +192.3% | +988.7% | +566.6% |
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