+77.7%
VUG vs EW
+51.9%
+25.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.7% |
| 7D | -3.4% | +11.0% | -14.4% | -5.2% |
| 30D | -11.1% | +19.1% | -30.2% | -13.8% |
| 3M | -7.2% | +14.4% | -21.6% | -9.5% |
| 6M | -4.1% | +22.8% | -26.9% | -7.8% |
| YTD | +1.4% | +19.8% | -18.4% | -2.3% |
| 1Y | +1.9% | +23.9% | -22.0% | -2.3% |
| 3Y | +77.7% | +52.2% | +25.5% | +63.8% |
| All | +77.7% | +51.9% | +25.8% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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