+2,071.0%
STX vs VUG
+405.9%
+1,665.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +7.0% | +7.0% |
| 7D | -14.8% | +0.5% | -15.3% | -14.6% |
| 30D | -35.4% | -8.2% | -27.2% | -28.6% |
| 3M | -37.7% | -5.4% | -32.2% | -33.2% |
| 6M | -35.2% | -2.5% | -32.7% | -32.1% |
| YTD | +84.4% | +4.2% | +80.2% | +82.3% |
| 1Y | +82.3% | +5.0% | +77.2% | +79.8% |
| 3Y | +646.2% | +81.7% | +564.5% | +344.4% |
| 5Y | +487.4% | +62.5% | +424.9% | +283.9% |
| 10Y | +2,071.0% | +396.3% | +1,674.7% | +260.8% |
| All | +2,071.0% | +405.9% | +1,665.2% | +260.8% |
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