+1,181.0%
VUG vs IT
+1,579.3%
-398.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.4% |
| 7D | -1.2% | -7.5% | +6.3% | +1.3% |
| 30D | -8.9% | -1.2% | -7.7% | -9.4% |
| 3M | -5.9% | -2.2% | -3.7% | -7.0% |
| 6M | -3.3% | +19.1% | -22.4% | -13.0% |
| YTD | +3.4% | -25.1% | +28.5% | +7.2% |
| 1Y | +1.9% | -17.4% | +19.3% | +1.7% |
| 3Y | +76.9% | -54.1% | +131.0% | +111.9% |
| 5Y | +63.9% | -42.7% | +106.5% | +78.5% |
| 10Y | +396.2% | +88.1% | +308.1% | +234.8% |
| All | +1,181.0% | +1,579.3% | -398.3% | +308.3% |
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