+790.3%
VLO vs VUG
+398.3%
+392.1%
-71.9%
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% | +1.9% |
| 7D | +9.6% | +2.5% | +7.1% | +8.0% |
| 30D | -17.4% | -6.3% | -11.1% | -14.2% |
| 3M | +10.8% | -6.0% | +16.8% | +14.6% |
| 6M | +56.9% | -3.5% | +60.5% | +58.5% |
| YTD | +136.8% | +3.9% | +132.9% | +125.2% |
| 1Y | +120.7% | +5.1% | +115.6% | +108.1% |
| 3Y | +231.9% | +77.9% | +154.1% | +109.4% |
| 5Y | +479.0% | +62.4% | +416.6% | +284.4% |
| All | +790.3% | +398.3% | +392.1% | +59.0% |
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 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