+5,515.9%
VLO vs VUG
+1,251.8%
+4,264.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | +5.2% | -0.1% | +5.3% | +5.3% |
| 30D | +22.6% | -0.3% | +22.9% | +22.8% |
| 3M | +43.8% | -0.7% | +44.5% | +43.1% |
| 6M | +65.7% | +14.6% | +51.1% | +39.8% |
| YTD | +131.1% | +9.0% | +122.1% | +104.5% |
| 1Y | +143.6% | +14.9% | +128.8% | +103.1% |
| 3Y | +201.4% | +86.0% | +115.3% | +42.4% |
| 5Y | +568.9% | +76.7% | +492.2% | +205.1% |
| 10Y | +891.8% | +411.3% | +480.5% | +5.4% |
| All | +5,515.9% | +1,251.8% | +4,264.1% | +81.9% |
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