+76.5%
VUG vs IR
+45.6%
+30.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.0% |
| 7D | -0.1% | -2.8% | +2.7% | +1.1% |
| 30D | -0.3% | -15.1% | +14.8% | +6.9% |
| 3M | -0.7% | +6.1% | -6.8% | -4.0% |
| 6M | +14.6% | -16.8% | +31.4% | +22.9% |
| YTD | +9.0% | -3.5% | +12.6% | +7.8% |
| 1Y | +14.9% | -3.5% | +18.4% | +13.0% |
| 3Y | +86.0% | +9.5% | +76.6% | +62.2% |
| All | +76.5% | +45.6% | +30.9% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling