+17.2%
VUG vs VG
-51.4%
+68.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -3.4% | -22.0% | +18.6% | -2.5% |
| 30D | -11.1% | -11.6% | +0.6% | -10.7% |
| 3M | -7.2% | -14.9% | +7.6% | -6.8% |
| 6M | -4.1% | -3.5% | -0.6% | -4.8% |
| YTD | +1.4% | +70.0% | -68.6% | -6.9% |
| 1Y | +1.9% | +50.0% | -48.1% | -5.4% |
| All | +17.2% | -51.4% | +68.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 3y: compounded portfolio wealth divided by compounded VG 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…
3y analysis · Full analysis span regression · 6 months rolling