+83.9%
VUG vs BR
-5.0%
+89.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -1.9% | -6.0% | +4.1% | -0.4% |
| 30D | -1.6% | -0.9% | -0.7% | -1.4% |
| 3M | +4.4% | +16.4% | -12.0% | 0.0% |
| 6M | +13.2% | -8.2% | +21.4% | +16.6% |
| YTD | +7.5% | -23.2% | +30.7% | +18.5% |
| 1Y | +12.5% | -30.9% | +43.4% | +29.7% |
| All | +83.9% | -5.0% | +89.0% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling