+62.5%
VUG vs P
+279.3%
-216.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | +2.5% | +11.6% | -9.1% | 0.0% |
| 30D | -6.3% | -23.7% | +17.4% | -1.1% |
| 3M | -6.0% | -8.0% | +1.9% | -5.7% |
| 6M | -3.5% | +27.9% | -31.4% | -11.9% |
| YTD | +3.9% | +61.2% | -57.2% | -11.5% |
| 1Y | +5.1% | +28.6% | -23.5% | -7.1% |
| 3Y | +77.9% | +200.5% | -122.6% | +12.4% |
| All | +62.5% | +279.3% | -216.8% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling