+329.3%
VUG vs IR
+336.9%
-7.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.3% |
| 7D | -1.2% | +1.5% | -2.7% | -1.7% |
| 30D | -8.9% | +9.0% | -17.9% | -11.7% |
| 3M | -5.9% | -0.9% | -5.1% | -5.9% |
| 6M | -3.3% | +13.4% | -16.7% | -8.2% |
| YTD | +3.4% | +8.5% | -5.0% | -1.4% |
| 1Y | +1.9% | +11.3% | -9.4% | -3.9% |
| 3Y | +76.9% | +26.0% | +50.9% | +56.8% |
| 5Y | +63.9% | +47.9% | +16.0% | +35.0% |
| All | +329.3% | +336.9% | -7.6% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling