+405.3%
VUG vs P
+686.0%
-280.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.4% | -2.8% | +0.6% |
| 7D | -1.1% | -4.7% | +3.6% | -0.2% |
| 30D | -7.0% | -31.4% | +24.4% | +0.7% |
| 3M | -3.7% | -2.6% | -1.1% | -4.7% |
| 6M | -1.6% | +21.9% | -23.6% | -9.4% |
| YTD | +5.1% | +58.9% | -53.8% | -10.4% |
| 1Y | +3.8% | +21.7% | -18.0% | -7.2% |
| 3Y | +79.9% | +193.3% | -113.4% | +19.4% |
| 5Y | +66.4% | +275.1% | -208.8% | +0.7% |
| 10Y | +405.3% | +655.3% | -250.0% | +152.0% |
| All | +405.3% | +686.0% | -280.7% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling