+77.7%
VUG vs IR
+27.4%
+50.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.5% |
| 7D | -3.4% | +3.7% | -7.1% | -4.5% |
| 30D | -11.1% | +7.4% | -18.5% | -13.2% |
| 3M | -7.2% | -5.9% | -1.3% | -5.5% |
| 6M | -4.1% | +5.6% | -9.7% | -6.5% |
| YTD | +1.4% | +4.8% | -3.5% | -2.5% |
| 1Y | +1.9% | +6.9% | -5.0% | -2.9% |
| 3Y | +77.7% | +27.6% | +50.2% | +54.3% |
| All | +77.7% | +27.4% | +50.4% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling