+396.3%
VUG vs P
+748.5%
-352.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.5% | +1.3% |
| 7D | +0.5% | -9.6% | +10.1% | +2.6% |
| 30D | -8.2% | -33.4% | +25.3% | +0.1% |
| 3M | -5.4% | +14.2% | -19.6% | -10.2% |
| 6M | -2.5% | +31.6% | -34.1% | -12.0% |
| YTD | +4.2% | +53.5% | -49.3% | -10.4% |
| 1Y | +5.0% | +14.2% | -9.1% | -4.6% |
| 3Y | +81.7% | +190.5% | -108.8% | +21.0% |
| 5Y | +62.5% | +256.3% | -193.8% | -0.2% |
| 10Y | +396.3% | +707.9% | -311.5% | +146.9% |
| All | +396.3% | +748.5% | -352.2% | +146.9% |
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