+463.6%
VUG vs P
+485.4%
-21.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.8% |
| 7D | -0.1% | +6.5% | -6.6% | -1.5% |
| 30D | -0.3% | +18.8% | -19.1% | -4.7% |
| 3M | -0.7% | +26.7% | -27.4% | -7.0% |
| 6M | +14.6% | +62.2% | -47.5% | +0.4% |
| YTD | +9.0% | +48.5% | -39.5% | -3.3% |
| 1Y | +14.9% | +26.4% | -11.5% | +3.6% |
| 3Y | +86.0% | +159.4% | -73.4% | +33.8% |
| 5Y | +76.7% | +275.8% | -199.1% | +14.2% |
| 10Y | +411.3% | +732.0% | -320.7% | +176.7% |
| All | +463.6% | +485.4% | -21.7% | +204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling