+1.9%
VUG vs Z
-60.5%
+62.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | -0.1% |
| 7D | -1.2% | -6.5% | +5.3% | -0.4% |
| 30D | -8.9% | -0.1% | -8.8% | -9.0% |
| 3M | -5.9% | -14.1% | +8.2% | -4.4% |
| 6M | -3.3% | -30.1% | +26.8% | +1.0% |
| YTD | +3.4% | -57.5% | +60.9% | +15.0% |
| 1Y | +1.9% | -60.3% | +62.2% | +14.2% |
| All | +1.9% | -60.5% | +62.4% | +14.2% |
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