+396.2%
VUG vs Z
-19.5%
+415.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.3% |
| 7D | -1.2% | -6.5% | +5.3% | 0.0% |
| 30D | -8.9% | -0.1% | -8.8% | -9.4% |
| 3M | -5.9% | -14.1% | +8.2% | -4.0% |
| 6M | -3.3% | -30.1% | +26.8% | +2.3% |
| YTD | +3.4% | -57.5% | +60.9% | +19.9% |
| 1Y | +1.9% | -60.3% | +62.2% | +19.6% |
| 3Y | +76.9% | -21.0% | +98.0% | +74.0% |
| 5Y | +63.9% | -54.9% | +118.8% | +71.8% |
| 10Y | +396.2% | -16.0% | +412.2% | +323.6% |
| All | +396.2% | -19.5% | +415.7% | +323.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling