+26.0%
VUG vs VG
-39.3%
+65.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -0.1% | +1.7% | -1.8% | -0.2% |
| 30D | -0.3% | +16.0% | -16.3% | -1.0% |
| 3M | -0.7% | +9.7% | -10.4% | -1.4% |
| 6M | +14.6% | +29.6% | -14.9% | +10.7% |
| YTD | +9.0% | +112.0% | -103.0% | -0.6% |
| 1Y | +14.9% | +12.8% | +2.1% | +11.5% |
| All | +26.0% | -39.3% | +65.3% | +19.6% |
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