+938.9%
VLO vs VUG
+410.7%
+528.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +6.2% | +0.1% | +6.2% | +6.2% |
| 30D | +23.5% | -1.7% | +25.2% | +24.8% |
| 3M | +53.9% | +2.8% | +51.0% | +50.1% |
| 6M | +81.7% | +13.6% | +68.1% | +64.1% |
| YTD | +142.5% | +8.1% | +134.4% | +126.1% |
| 1Y | +145.4% | +13.1% | +132.4% | +121.2% |
| 3Y | +197.3% | +87.0% | +110.4% | +81.9% |
| 5Y | +614.6% | +76.0% | +538.6% | +344.7% |
| 10Y | +938.9% | +420.5% | +518.4% | +102.1% |
| All | +938.9% | +410.7% | +528.2% | +102.1% |
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