+99.2%
VUG vs COMP
-52.0%
+151.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -6.3% | +16.6% | -22.8% | -8.3% |
| 3M | -6.0% | -23.5% | +17.5% | -3.3% |
| 6M | -3.5% | +25.7% | -29.3% | -7.3% |
| YTD | +3.9% | -3.4% | +7.3% | +2.0% |
| 1Y | +5.1% | +7.6% | -2.5% | +1.6% |
| 3Y | +77.9% | +423.6% | -345.7% | +31.4% |
| 5Y | +62.4% | -10.6% | +73.0% | +39.2% |
| All | +99.2% | -52.0% | +151.1% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling