+1,250.4%
VUG vs IT
+1,557.1%
-306.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +1.0% |
| 7D | -0.1% | -6.0% | +5.9% | +1.9% |
| 30D | -0.3% | 0.0% | -0.3% | -0.7% |
| 3M | -0.7% | +13.1% | -13.8% | -7.0% |
| 6M | +14.6% | +11.7% | +2.9% | +6.3% |
| YTD | +9.0% | -26.1% | +35.1% | +15.3% |
| 1Y | +14.9% | -21.3% | +36.1% | +17.7% |
| 3Y | +86.0% | -46.7% | +132.8% | +113.0% |
| 5Y | +76.7% | -40.5% | +117.2% | +92.6% |
| 10Y | +411.3% | +103.9% | +307.4% | +240.1% |
| All | +1,250.4% | +1,557.1% | -306.6% | +339.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling