+81.3%
VUG vs S
-51.7%
+133.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +2.5% | +2.0% | +0.5% | +2.1% |
| 30D | -6.3% | -2.7% | -3.6% | -6.0% |
| 3M | -6.0% | -6.9% | +0.8% | -5.6% |
| 6M | -3.5% | +38.1% | -41.6% | -10.9% |
| YTD | +3.9% | +48.0% | -44.1% | -6.1% |
| 1Y | +5.1% | +34.5% | -29.4% | -3.5% |
| 3Y | +77.9% | +38.3% | +39.5% | +56.3% |
| 5Y | +62.4% | -70.9% | +133.3% | +66.6% |
| All | +81.3% | -51.7% | +133.0% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling