+407.5%
VUG vs IT
+88.7%
+318.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +4.4% | -3.7% | +8.0% | +5.5% |
| 30D | -7.3% | -3.1% | -4.2% | -7.3% |
| 3M | -4.2% | +6.3% | -10.6% | -7.7% |
| 6M | -1.6% | +24.8% | -26.3% | -12.2% |
| YTD | +4.9% | -24.4% | +29.2% | +9.9% |
| 1Y | +3.8% | -17.1% | +20.9% | +4.8% |
| 3Y | +79.4% | -53.6% | +133.1% | +121.1% |
| 5Y | +63.9% | -42.5% | +106.4% | +80.2% |
| All | +407.5% | +88.7% | +318.8% | +242.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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