+332.5%
VUG vs IR
+342.0%
-9.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +1.2% |
| 7D | +0.5% | +5.0% | -4.5% | -1.2% |
| 30D | -8.2% | +10.3% | -18.5% | -11.4% |
| 3M | -5.4% | -0.1% | -5.4% | -5.7% |
| 6M | -2.5% | +14.8% | -17.3% | -7.9% |
| YTD | +4.2% | +9.7% | -5.6% | -1.0% |
| 1Y | +5.0% | +12.2% | -7.2% | -1.2% |
| 3Y | +81.7% | +30.0% | +51.7% | +59.3% |
| 5Y | +62.5% | +46.8% | +15.7% | +34.0% |
| All | +332.5% | +342.0% | -9.6% | +166.8% |
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