+1,250.4%
VUG vs TRI
+494.0%
+756.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +5.0% | +1.8% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | -0.3% | +7.9% | -8.2% | -3.9% |
| 3M | -0.7% | +24.1% | -24.7% | -11.8% |
| 6M | +14.6% | +3.8% | +10.8% | +8.1% |
| YTD | +9.0% | -16.9% | +25.9% | +12.5% |
| 1Y | +14.9% | -38.4% | +53.3% | +36.6% |
| 3Y | +86.0% | -12.2% | +98.3% | +81.2% |
| 5Y | +76.7% | -1.8% | +78.5% | +62.2% |
| 10Y | +411.3% | +207.6% | +203.7% | +169.1% |
| All | +1,250.4% | +494.0% | +756.5% | +400.3% |
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