+1,187.3%
VUG vs TRI
+514.3%
+673.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +2.5% | -2.9% | +5.4% | +3.7% |
| 30D | -6.3% | +3.7% | -10.0% | -8.7% |
| 3M | -6.0% | +3.7% | -9.8% | -9.4% |
| 6M | -3.5% | +35.1% | -38.7% | -19.7% |
| YTD | +3.9% | -14.0% | +17.9% | +3.9% |
| 1Y | +5.1% | -19.0% | +24.1% | +8.1% |
| 3Y | +77.9% | -12.0% | +89.9% | +70.7% |
| 5Y | +62.4% | +0.6% | +61.8% | +45.3% |
| 10Y | +399.4% | +225.4% | +174.0% | +152.3% |
| All | +1,187.3% | +514.3% | +673.0% | +362.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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