+994.4%
VUG vs BR
+1,321.0%
-326.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +1.1% |
| 7D | -0.1% | -5.3% | +5.2% | +2.4% |
| 30D | -0.3% | +6.4% | -6.8% | -3.4% |
| 3M | -0.7% | +13.6% | -14.3% | -7.4% |
| 6M | +14.6% | -6.7% | +21.3% | +16.6% |
| YTD | +9.0% | -21.1% | +30.1% | +19.7% |
| 1Y | +14.9% | -29.6% | +44.4% | +33.0% |
| 3Y | +86.0% | -2.4% | +88.4% | +80.9% |
| 5Y | +76.7% | +11.2% | +65.4% | +59.4% |
| 10Y | +411.3% | +191.8% | +219.5% | +187.7% |
| All | +994.4% | +1,321.0% | -326.6% | +183.0% |
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