+580.0%
XYZ vs VUG
+408.5%
+171.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.6% |
| 7D | +2.9% | +0.9% | +2.0% | +1.4% |
| 30D | +1.4% | -1.4% | +2.8% | +4.2% |
| 3M | +14.6% | +2.3% | +12.2% | +9.4% |
| 6M | +20.8% | +15.7% | +5.1% | -6.9% |
| YTD | +23.1% | +8.6% | +14.4% | +6.5% |
| 1Y | +5.6% | +14.1% | -8.4% | -16.3% |
| 3Y | +50.9% | +87.9% | -37.0% | -51.8% |
| 5Y | -68.6% | +76.3% | -144.9% | -87.0% |
| 10Y | +580.0% | +409.7% | +170.3% | -42.3% |
| All | +580.0% | +408.5% | +171.4% | -42.3% |
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