+84.9%
VUG vs IT
-52.2%
+137.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | +0.1% | -9.1% | +9.2% | +1.4% |
| 30D | -1.7% | -12.2% | +10.5% | -0.1% |
| 3M | +2.8% | +7.8% | -5.0% | +1.0% |
| 6M | +13.6% | +2.0% | +11.6% | +12.3% |
| YTD | +8.1% | -32.7% | +40.8% | +16.8% |
| 1Y | +13.1% | -31.1% | +44.2% | +20.8% |
| All | +84.9% | -52.2% | +137.1% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling