+62.5%
VUG vs BR
+18.8%
+43.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +2.5% | +1.1% | +1.4% | +2.1% |
| 30D | -6.3% | +14.4% | -20.7% | -11.7% |
| 3M | -6.0% | +12.4% | -18.5% | -11.1% |
| 6M | -3.5% | +35.4% | -39.0% | -17.1% |
| YTD | +3.9% | -12.2% | +16.1% | +11.1% |
| 1Y | +5.1% | -12.7% | +17.9% | +12.7% |
| 3Y | +77.9% | +14.3% | +63.6% | +55.8% |
| All | +62.5% | +18.8% | +43.7% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling