+331.4%
VUG vs IR
+332.9%
-1.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +2.5% | +2.5% | 0.0% | +1.6% |
| 30D | -6.3% | +9.2% | -15.4% | -9.2% |
| 3M | -6.0% | +0.9% | -7.0% | -6.6% |
| 6M | -3.5% | +19.2% | -22.8% | -10.0% |
| YTD | +3.9% | +7.5% | -3.6% | -0.6% |
| 1Y | +5.1% | +11.7% | -6.6% | -1.0% |
| 3Y | +77.9% | +23.9% | +54.0% | +58.6% |
| 5Y | +62.4% | +46.4% | +16.0% | +34.2% |
| All | +331.4% | +332.9% | -1.5% | +168.0% |
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