+76.5%
VUG vs TAP
+2.2%
+74.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -0.1% | -2.3% | +2.2% | +0.2% |
| 30D | -0.3% | -2.1% | +1.8% | -0.1% |
| 3M | -0.7% | +6.6% | -7.3% | -1.8% |
| 6M | +14.6% | -11.5% | +26.1% | +16.3% |
| YTD | +9.0% | -10.3% | +19.3% | +10.0% |
| 1Y | +14.9% | -14.4% | +29.3% | +16.7% |
| 3Y | +86.0% | -28.3% | +114.3% | +94.4% |
| All | +76.5% | +2.2% | +74.3% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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