+13.1%
VUG vs IT
-30.5%
+43.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | +0.1% | -9.1% | +9.2% | +0.4% |
| 30D | -1.7% | -12.2% | +10.5% | -1.3% |
| 3M | +2.8% | +7.8% | -5.0% | +2.9% |
| 6M | +13.6% | +2.0% | +11.6% | +14.2% |
| YTD | +8.1% | -32.7% | +40.8% | +12.8% |
| 1Y | +13.1% | -31.1% | +44.2% | +17.6% |
| All | +13.1% | -30.5% | +43.6% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling