+57.3%
VUG vs O
+10.1%
+47.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -3.4% | +3.7% | -7.1% | -4.4% |
| 30D | -11.1% | +11.2% | -22.3% | -13.8% |
| 3M | -7.2% | -4.0% | -3.3% | -6.2% |
| 6M | -4.1% | -5.2% | +1.1% | -2.9% |
| YTD | +1.4% | +9.5% | -8.1% | -2.7% |
| 1Y | +1.9% | +10.6% | -8.7% | -2.6% |
| 3Y | +77.7% | +38.1% | +39.6% | +48.1% |
| All | +57.3% | +10.1% | +47.2% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling