+77.7%
VUG vs RF
+104.8%
-27.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | -11.1% | +6.0% | -17.1% | -12.6% |
| 3M | -7.2% | -8.9% | +1.6% | -4.8% |
| 6M | -4.1% | +2.3% | -6.5% | -5.2% |
| YTD | +1.4% | +7.6% | -6.2% | -1.7% |
| 1Y | +1.9% | +21.2% | -19.3% | -5.0% |
| 3Y | +77.7% | +108.5% | -30.8% | +49.3% |
| All | +77.7% | +104.8% | -27.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 3y: compounded portfolio wealth divided by compounded RF 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…
3y analysis · Full analysis span regression · 6 months rolling