+1,250.4%
VUG vs O
+895.5%
+354.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.1% | -0.7% | +0.6% | +0.1% |
| 30D | -0.3% | -1.9% | +1.6% | +0.3% |
| 3M | -0.7% | +3.8% | -4.5% | -2.2% |
| 6M | +14.6% | -4.7% | +19.4% | +16.0% |
| YTD | +9.0% | +12.5% | -3.5% | +4.1% |
| 1Y | +14.9% | +10.8% | +4.0% | +10.1% |
| 3Y | +86.0% | +28.8% | +57.3% | +66.9% |
| 5Y | +76.7% | +13.2% | +63.5% | +65.5% |
| 10Y | +411.3% | +53.5% | +357.8% | +310.6% |
| All | +1,250.4% | +895.5% | +354.9% | +431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling