+2,038.9%
STX vs VUG
+402.9%
+1,636.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -0.9% |
| 7D | +16.8% | +4.4% | +12.5% | +12.2% |
| 30D | -27.0% | -7.3% | -19.7% | -20.1% |
| 3M | -37.9% | -4.2% | -33.6% | -34.2% |
| 6M | -32.5% | -1.6% | -30.9% | -29.9% |
| YTD | +98.6% | +4.9% | +93.7% | +95.2% |
| 1Y | +93.6% | +3.8% | +89.8% | +93.1% |
| 3Y | +699.1% | +79.4% | +619.6% | +381.4% |
| 5Y | +481.0% | +63.9% | +417.1% | +276.7% |
| All | +2,038.9% | +402.9% | +1,636.1% | +203.0% |
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