+717.1%
VLO vs VUG
+390.7%
+326.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.2% |
| 7D | -9.5% | -1.2% | -8.3% | -8.9% |
| 30D | -19.1% | -8.9% | -10.3% | -14.5% |
| 3M | +11.4% | -5.9% | +17.3% | +15.1% |
| 6M | +46.7% | -3.3% | +50.0% | +47.9% |
| YTD | +118.6% | +3.4% | +115.2% | +108.6% |
| 1Y | +99.9% | +1.9% | +98.0% | +92.5% |
| 3Y | +210.5% | +76.9% | +133.6% | +96.5% |
| 5Y | +432.7% | +63.9% | +368.8% | +249.7% |
| 10Y | +717.1% | +396.2% | +320.9% | +51.7% |
| All | +717.1% | +390.7% | +326.5% | +51.7% |
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