+350.8%
VUG vs IR
+282.2%
+68.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.2% |
| 7D | +0.9% | +0.6% | +0.2% | +0.6% |
| 30D | -1.4% | -13.6% | +12.2% | +3.6% |
| 3M | +2.3% | +3.7% | -1.4% | +0.5% |
| 6M | +15.7% | -13.1% | +28.7% | +20.3% |
| YTD | +8.6% | -5.1% | +13.7% | +8.8% |
| 1Y | +14.1% | -6.5% | +20.5% | +14.4% |
| 3Y | +87.9% | +8.5% | +79.4% | +75.6% |
| 5Y | +76.3% | +43.3% | +33.0% | +48.0% |
| All | +350.8% | +282.2% | +68.7% | +193.2% |
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