+5.2%
VUG vs S
+36.5%
-31.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | -3.0% | -8.2% | +5.2% | -2.0% |
| 30D | -6.4% | -7.6% | +1.2% | -5.7% |
| 3M | -3.2% | +12.0% | -15.2% | -5.0% |
| 6M | +3.1% | +50.6% | -47.5% | -3.2% |
| YTD | +6.3% | +56.6% | -50.3% | -1.4% |
| 1Y | +5.2% | +39.2% | -34.1% | -1.8% |
| All | +5.2% | +36.5% | -31.3% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling