+406.1%
VUG vs Z
+10.9%
+395.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.8% | -1.0% | +2.1% |
| 7D | +0.5% | -5.2% | +5.7% | +1.4% |
| 30D | -8.2% | +5.7% | -13.9% | -9.6% |
| 3M | -5.4% | -8.7% | +3.3% | -4.7% |
| 6M | -2.5% | -26.0% | +23.4% | +1.9% |
| YTD | +4.2% | -55.0% | +59.2% | +19.0% |
| 1Y | +5.0% | -58.0% | +63.0% | +21.4% |
| 3Y | +81.7% | -15.2% | +96.9% | +76.6% |
| 5Y | +62.5% | -53.8% | +116.3% | +69.5% |
| 10Y | +396.3% | -14.5% | +410.8% | +322.1% |
| All | +406.1% | +10.9% | +395.2% | +303.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling