-3.2%
VUG vs COMP
+29.1%
-32.3%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.2% | +2.7% | -4.6% |
| 7D | -7.1% | -1.8% | -5.3% | -6.9% |
| 30D | -12.1% | -0.8% | -11.3% | -12.0% |
| 3M | -8.1% | -28.1% | +20.0% | -5.3% |
| 6M | -3.2% | +27.0% | -30.2% | -5.2% |
| All | -3.2% | +29.1% | -32.3% | -5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling