+1,245.4%
VUG vs SU
+802.8%
+442.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +0.9% | -1.0% | +1.8% | +1.1% |
| 30D | -1.4% | +13.7% | -15.1% | -4.6% |
| 3M | +2.3% | +8.0% | -5.7% | 0.0% |
| 6M | +15.7% | +21.0% | -5.3% | +9.3% |
| YTD | +8.6% | +56.2% | -47.6% | -3.8% |
| 1Y | +14.1% | +72.2% | -58.1% | -1.6% |
| 3Y | +87.9% | +118.1% | -30.2% | +50.4% |
| 5Y | +76.3% | +350.3% | -274.0% | +13.6% |
| 10Y | +409.7% | +248.5% | +161.2% | +222.3% |
| All | +1,245.4% | +802.8% | +442.6% | +567.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 all: compounded portfolio wealth divided by compounded SU 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…
all analysis · Full analysis span regression · 6 months rolling