+78.5%
VUG vs BR
+8.0%
+70.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -0.5% | -3.0% | +2.5% | +0.8% |
| 30D | -1.0% | -0.3% | -0.7% | -1.0% |
| 3M | +3.5% | +17.3% | -13.8% | -4.6% |
| 6M | +14.2% | -6.7% | +20.9% | +17.3% |
| YTD | +8.5% | -23.4% | +31.9% | +23.2% |
| 1Y | +12.9% | -32.7% | +45.5% | +37.7% |
| 3Y | +85.6% | -5.9% | +91.5% | +80.6% |
| All | +78.5% | +8.0% | +70.5% | +44.6% |
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