+89.4%
VUG vs PL
+41.8%
+47.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.1% |
| 7D | +4.4% | +22.3% | -17.9% | +2.0% |
| 30D | -7.3% | -8.3% | +1.0% | -6.7% |
| 3M | -4.2% | -43.3% | +39.0% | +1.2% |
| 6M | -1.6% | -65.8% | +64.2% | +8.6% |
| YTD | +4.9% | -29.5% | +34.4% | +4.6% |
| 1Y | +3.8% | +11.7% | -7.9% | -2.8% |
| 3Y | +79.4% | +540.6% | -461.1% | +21.5% |
| 5Y | +63.9% | +32.9% | +31.0% | +25.8% |
| All | +89.4% | +41.8% | +47.5% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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