+638.0%
XYZ vs VUG
+405.9%
+232.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | -1.2% |
| 7D | +14.9% | +0.5% | +14.4% | +13.8% |
| 30D | +14.7% | -8.2% | +22.8% | +32.0% |
| 3M | +12.1% | -5.4% | +17.5% | +22.8% |
| 6M | +18.3% | -2.5% | +20.9% | +22.1% |
| YTD | +36.1% | +4.2% | +31.9% | +25.4% |
| 1Y | +35.3% | +5.0% | +30.3% | +22.7% |
| 3Y | +73.5% | +81.7% | -8.3% | -42.4% |
| 5Y | -61.6% | +62.5% | -124.1% | -82.0% |
| 10Y | +638.0% | +396.3% | +241.7% | -41.2% |
| All | +638.0% | +405.9% | +232.1% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling