+62.5%
VUG vs COMP
-10.9%
+73.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -6.3% | +16.6% | -22.8% | -8.4% |
| 3M | -6.0% | -23.5% | +17.5% | -3.2% |
| 6M | -3.5% | +25.7% | -29.3% | -7.4% |
| YTD | +3.9% | -3.4% | +7.3% | +1.9% |
| 1Y | +5.1% | +7.6% | -2.5% | +1.5% |
| 3Y | +77.9% | +423.6% | -345.7% | +29.8% |
| All | +62.5% | -10.9% | +73.4% | +49.2% |
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