+59.4%
VEA vs VUG
+74.2%
-14.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -2.1% | -1.9% | -0.2% | -1.0% |
| 30D | -1.1% | -1.6% | +0.5% | -0.2% |
| 3M | +5.1% | +4.4% | +0.7% | +2.5% |
| 6M | +9.8% | +13.2% | -3.4% | +2.6% |
| YTD | +15.9% | +7.5% | +8.4% | +11.3% |
| 1Y | +24.6% | +12.5% | +12.1% | +16.6% |
| 3Y | +75.5% | +86.0% | -10.4% | +22.8% |
| 5Y | +59.4% | +76.5% | -17.1% | +10.6% |
| All | +59.4% | +74.2% | -14.8% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling