+11,159.8%
STX vs VUG
+1,251.8%
+9,908.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +6.9% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +1.4% | -0.3% | +1.7% | +1.7% |
| 3M | -8.2% | -0.7% | -7.5% | -6.7% |
| 6M | +127.0% | +14.6% | +112.4% | +98.0% |
| YTD | +209.1% | +9.0% | +200.1% | +185.5% |
| 1Y | +365.4% | +14.9% | +350.6% | +308.9% |
| 3Y | +1,135.4% | +86.0% | +1,049.3% | +536.7% |
| 5Y | +991.5% | +76.7% | +914.8% | +485.2% |
| 10Y | +3,695.8% | +411.3% | +3,284.5% | +444.9% |
| All | +11,159.8% | +1,251.8% | +9,908.0% | +362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling