+99.7%
VUG vs COMP
-49.2%
+148.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -2.9% | +2.1% |
| 7D | +0.5% | +14.5% | -14.0% | -1.3% |
| 30D | -8.2% | +14.9% | -23.1% | -10.0% |
| 3M | -5.4% | -14.2% | +8.8% | -4.0% |
| 6M | -2.5% | +23.7% | -26.3% | -6.2% |
| YTD | +4.2% | +2.1% | +2.1% | +1.6% |
| 1Y | +5.0% | +26.2% | -21.2% | -0.5% |
| 3Y | +81.7% | +470.9% | -389.2% | +32.8% |
| 5Y | +62.5% | -14.0% | +76.5% | +39.2% |
| All | +99.7% | -49.2% | +148.9% | +73.8% |
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