+484.0%
V vs VUG
+398.3%
+85.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.0% |
| 7D | +0.9% | +2.5% | -1.6% | -1.0% |
| 30D | +9.0% | -6.3% | +15.2% | +14.0% |
| 3M | +16.7% | -6.0% | +22.8% | +21.7% |
| 6M | +33.4% | -3.5% | +37.0% | +35.2% |
| YTD | +22.4% | +3.9% | +18.4% | +16.3% |
| 1Y | +27.7% | +5.1% | +22.6% | +20.2% |
| 3Y | +78.0% | +77.9% | +0.1% | +3.7% |
| 5Y | +108.5% | +62.4% | +46.1% | +30.5% |
| All | +484.0% | +398.3% | +85.7% | -3.7% |
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