+5,409.7%
VLO vs VUG
+1,203.7%
+4,206.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.0% |
| 7D | -0.4% | -1.1% | +0.6% | +0.6% |
| 30D | -16.6% | -7.0% | -9.6% | -10.8% |
| 3M | +12.3% | -3.7% | +16.0% | +15.4% |
| 6M | +47.8% | -1.6% | +49.5% | +46.7% |
| YTD | +126.7% | +5.1% | +121.6% | +106.1% |
| 1Y | +105.4% | +3.8% | +101.6% | +88.9% |
| 3Y | +222.0% | +79.9% | +142.1% | +56.7% |
| 5Y | +449.8% | +66.4% | +383.5% | +166.5% |
| 10Y | +754.3% | +405.3% | +349.0% | -9.8% |
| All | +5,409.7% | +1,203.7% | +4,206.0% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling