+166.9%
VEA vs VUG
+916.3%
-749.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | -2.1% | -1.9% | -0.2% | -0.5% |
| 30D | -1.1% | -1.6% | +0.5% | +0.2% |
| 3M | +5.1% | +4.4% | +0.7% | +1.2% |
| 6M | +9.8% | +13.2% | -3.4% | -1.3% |
| YTD | +15.9% | +7.5% | +8.4% | +8.8% |
| 1Y | +24.6% | +12.5% | +12.1% | +12.2% |
| 3Y | +75.5% | +86.0% | -10.4% | -0.9% |
| 5Y | +59.4% | +76.5% | -17.1% | -9.2% |
| 10Y | +160.3% | +417.7% | -257.4% | -53.4% |
| All | +166.9% | +916.3% | -749.4% | -78.2% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling