-63.7%
XYZ vs VUG
+62.0%
-125.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +4.4% |
| 7D | -1.1% | +2.5% | -3.6% | -5.3% |
| 30D | +11.5% | -6.3% | +17.8% | +23.8% |
| 3M | +1.8% | -6.0% | +7.8% | +12.6% |
| 6M | +21.2% | -3.5% | +24.8% | +27.3% |
| YTD | +29.9% | +3.9% | +26.0% | +20.0% |
| 1Y | +35.8% | +5.1% | +30.7% | +22.5% |
| 3Y | +62.6% | +77.9% | -15.3% | -47.7% |
| All | -63.7% | +62.0% | -125.7% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling