+76.5%
VUG vs COMP
-31.2%
+107.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.1% | +1.4% | -1.5% | -0.3% |
| 30D | -0.3% | -13.3% | +13.0% | +1.4% |
| 3M | -0.7% | +41.1% | -41.8% | -5.5% |
| 6M | +14.6% | +17.2% | -2.5% | +10.6% |
| YTD | +9.0% | +5.2% | +3.8% | +6.2% |
| 1Y | +14.9% | +18.9% | -4.1% | +9.4% |
| 3Y | +86.0% | +215.9% | -129.9% | +47.0% |
| All | +76.5% | -31.2% | +107.7% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling