+58.1%
XYZ vs VUG
+79.9%
-21.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.7% |
| 7D | -2.1% | +4.4% | -6.5% | -7.5% |
| 30D | +7.0% | -7.3% | +14.4% | +18.0% |
| 3M | +5.1% | -4.2% | +9.3% | +11.1% |
| 6M | +14.1% | -1.6% | +15.6% | +15.9% |
| YTD | +26.4% | +4.9% | +21.5% | +18.5% |
| 1Y | +25.1% | +3.8% | +21.3% | +18.9% |
| All | +58.1% | +79.9% | -21.8% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling