+76.5%
VUG vs S
-71.4%
+147.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -0.1% | -7.7% | +7.6% | +1.4% |
| 30D | -0.3% | -5.3% | +5.0% | +0.4% |
| 3M | -0.7% | +20.3% | -21.0% | -5.0% |
| 6M | +14.6% | +47.4% | -32.7% | +4.3% |
| YTD | +9.0% | +32.5% | -23.5% | +1.0% |
| 1Y | +14.9% | +9.5% | +5.3% | +10.1% |
| 3Y | +86.0% | +15.5% | +70.5% | +69.2% |
| All | +76.5% | -71.4% | +147.9% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling