+13.1%
VUG vs O
+7.4%
+5.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.8% |
| 7D | +0.1% | -2.3% | +2.4% | -0.4% |
| 30D | -1.7% | -2.4% | +0.8% | -2.1% |
| 3M | +2.8% | -0.6% | +3.4% | +2.5% |
| 6M | +13.6% | -5.0% | +18.6% | +12.9% |
| YTD | +8.1% | +10.4% | -2.3% | +7.9% |
| 1Y | +13.1% | +6.6% | +6.5% | +12.8% |
| All | +13.1% | +7.4% | +5.7% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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