+943.3%
VUG vs BR
+1,481.8%
-538.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.2% |
| 7D | +2.5% | +1.1% | +1.4% | +2.0% |
| 30D | -6.3% | +14.4% | -20.7% | -12.3% |
| 3M | -6.0% | +12.4% | -18.5% | -11.7% |
| 6M | -3.5% | +35.4% | -39.0% | -17.8% |
| YTD | +3.9% | -12.2% | +16.1% | +7.9% |
| 1Y | +5.1% | -12.7% | +17.9% | +9.4% |
| 3Y | +77.9% | +14.3% | +63.6% | +59.6% |
| 5Y | +62.4% | +19.3% | +43.1% | +41.4% |
| 10Y | +399.4% | +278.1% | +121.3% | +148.6% |
| All | +943.3% | +1,481.8% | -538.6% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling