+14.1%
VUG vs Z
-63.3%
+77.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.1% | +0.3% |
| 7D | +0.9% | -3.3% | +4.1% | +1.2% |
| 30D | -1.4% | -3.7% | +2.3% | -1.2% |
| 3M | +2.3% | -7.0% | +9.3% | +2.9% |
| 6M | +15.7% | -29.5% | +45.2% | +19.8% |
| YTD | +8.6% | -52.6% | +61.2% | +16.0% |
| 1Y | +14.1% | -64.0% | +78.1% | +20.8% |
| All | +14.1% | -63.3% | +77.3% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling