+2,826.7%
VRT vs VUG
+265.3%
+2,561.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +4.1% |
| 7D | +13.6% | +0.9% | +12.8% | +12.4% |
| 30D | +6.8% | -1.4% | +8.2% | +8.7% |
| 3M | -3.2% | +2.3% | -5.5% | -5.1% |
| 6M | +20.3% | +15.7% | +4.7% | +2.0% |
| YTD | +79.6% | +8.6% | +71.0% | +64.9% |
| 1Y | +139.0% | +14.1% | +124.9% | +109.4% |
| 3Y | +644.6% | +87.9% | +556.7% | +315.6% |
| 5Y | +1,024.4% | +76.3% | +948.0% | +566.5% |
| All | +2,826.7% | +265.3% | +2,561.4% | +1,036.3% |
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 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