+5,304.3%
VLO vs VUG
+1,192.0%
+4,112.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +0.2% |
| 7D | -6.5% | +0.5% | -7.0% | -7.1% |
| 30D | -17.8% | -8.2% | -9.6% | -11.0% |
| 3M | +19.6% | -5.4% | +25.0% | +25.1% |
| 6M | +49.3% | -2.5% | +51.8% | +49.5% |
| YTD | +122.4% | +4.2% | +118.2% | +103.9% |
| 1Y | +107.4% | +5.0% | +102.4% | +88.2% |
| 3Y | +223.1% | +81.7% | +141.3% | +55.2% |
| 5Y | +432.2% | +62.5% | +369.7% | +165.0% |
| 10Y | +743.6% | +396.3% | +347.3% | -9.0% |
| All | +5,304.3% | +1,192.0% | +4,112.3% | +81.4% |
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