+77.7%
VUG vs COMP
+353.8%
-276.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.7% | -9.8% | -0.2% |
| 7D | -3.4% | +13.4% | -16.8% | -4.7% |
| 30D | -11.1% | +11.1% | -22.2% | -12.2% |
| 3M | -7.2% | -18.8% | +11.6% | -5.7% |
| 6M | -4.1% | +10.5% | -14.6% | -5.8% |
| YTD | +1.4% | -3.4% | +4.8% | -0.1% |
| 1Y | +1.9% | +19.7% | -17.8% | -1.6% |
| 3Y | +77.7% | +381.6% | -303.9% | +53.4% |
| All | +77.7% | +353.8% | -276.0% | +53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling