+101.0%
VUG vs COMP
-52.8%
+153.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | +4.4% | +8.9% | -4.5% | +3.2% |
| 30D | -7.3% | +14.0% | -21.3% | -9.1% |
| 3M | -4.2% | -21.1% | +16.9% | -1.8% |
| 6M | -1.6% | +20.1% | -21.7% | -4.9% |
| YTD | +4.9% | -5.0% | +9.9% | +3.1% |
| 1Y | +3.8% | +5.7% | -1.9% | +0.6% |
| 3Y | +79.4% | +412.2% | -332.8% | +32.9% |
| 5Y | +63.9% | -12.1% | +76.0% | +40.8% |
| All | +101.0% | -52.8% | +153.8% | +76.5% |
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