+77.9%
VUG vs Z
-18.1%
+96.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.4% | -1.5% |
| 7D | +2.5% | +0.8% | +1.7% | +2.3% |
| 30D | -6.3% | +5.2% | -11.5% | -7.4% |
| 3M | -6.0% | -17.0% | +11.0% | -3.7% |
| 6M | -3.5% | -22.7% | +19.1% | -0.3% |
| YTD | +3.9% | -56.3% | +60.2% | +18.3% |
| 1Y | +5.1% | -57.7% | +62.8% | +20.1% |
| 3Y | +77.9% | -16.5% | +94.4% | +82.5% |
| All | +77.9% | -18.1% | +96.0% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling