+76.8%
VUG vs Z
-22.5%
+99.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +1.3% |
| 7D | -3.4% | -4.6% | +1.2% | -2.7% |
| 30D | -11.1% | +8.3% | -19.4% | -12.7% |
| 3M | -7.2% | -11.6% | +4.4% | -6.0% |
| 6M | -4.1% | -33.6% | +29.5% | +1.9% |
| YTD | +1.4% | -56.7% | +58.1% | +15.6% |
| 1Y | +1.9% | -59.1% | +61.0% | +17.3% |
| All | +76.8% | -22.5% | +99.3% | +82.2% |
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 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