+414.3%
VUG vs BR
+189.7%
+224.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -0.5% | -3.0% | +2.5% | +1.0% |
| 30D | -1.0% | -0.3% | -0.7% | -1.0% |
| 3M | +3.5% | +17.3% | -13.8% | -5.4% |
| 6M | +14.2% | -6.7% | +20.9% | +16.8% |
| YTD | +8.5% | -23.4% | +31.9% | +22.5% |
| 1Y | +12.9% | -32.7% | +45.5% | +36.6% |
| 3Y | +85.6% | -5.9% | +91.5% | +82.5% |
| 5Y | +78.1% | +8.4% | +69.7% | +58.0% |
| All | +414.3% | +189.7% | +224.7% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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