+1,181.0%
VUG vs NDAQ
+4,615.6%
-3,434.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | -1.2% | +2.9% | -4.0% | -2.0% |
| 30D | -8.9% | +17.5% | -26.3% | -13.5% |
| 3M | -5.9% | +15.4% | -21.4% | -10.3% |
| 6M | -3.3% | +24.6% | -27.9% | -10.4% |
| YTD | +3.4% | +14.4% | -11.0% | -2.1% |
| 1Y | +1.9% | +26.9% | -25.0% | -6.7% |
| 3Y | +76.9% | +119.8% | -42.9% | +35.7% |
| 5Y | +63.9% | +70.5% | -6.6% | +35.5% |
| 10Y | +396.2% | +475.8% | -79.6% | +190.1% |
| All | +1,181.0% | +4,615.6% | -3,434.6% | +426.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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