+101.5%
VUG vs COMP
-51.7%
+153.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.3% |
| 7D | -1.1% | +2.2% | -3.3% | -1.4% |
| 30D | -7.0% | +16.3% | -23.3% | -9.0% |
| 3M | -3.7% | -19.1% | +15.4% | -1.6% |
| 6M | -1.6% | +17.1% | -18.7% | -4.6% |
| YTD | +5.1% | -2.9% | +8.1% | +3.1% |
| 1Y | +3.8% | +8.8% | -5.0% | +0.1% |
| 3Y | +79.9% | +423.5% | -343.6% | +32.9% |
| 5Y | +66.4% | -10.5% | +76.9% | +42.6% |
| All | +101.5% | -51.7% | +153.2% | +76.4% |
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