+1,006.2%
TER vs VUG
+390.7%
+615.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.8% |
| 7D | -8.9% | -1.2% | -7.7% | -6.5% |
| 30D | -39.1% | -8.9% | -30.2% | -29.3% |
| 3M | -32.8% | -5.9% | -26.8% | -25.2% |
| 6M | -31.7% | -3.3% | -28.5% | -25.5% |
| YTD | +26.9% | +3.4% | +23.5% | +27.9% |
| 1Y | +33.6% | +1.9% | +31.7% | +38.0% |
| 3Y | +181.5% | +76.9% | +104.6% | +46.3% |
| 5Y | +76.1% | +63.9% | +12.3% | +3.7% |
| 10Y | +1,006.2% | +396.2% | +610.0% | +51.6% |
| All | +1,006.2% | +390.7% | +615.5% | +51.6% |
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