+1,917.9%
VRT vs VUG
+250.4%
+1,667.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.8% | +6.9% | +6.1% |
| 7D | -10.6% | +0.5% | -11.1% | -10.6% |
| 30D | -17.4% | -8.2% | -9.3% | -7.1% |
| 3M | -26.4% | -5.4% | -20.9% | -20.0% |
| 6M | -41.0% | -2.5% | -38.5% | -37.6% |
| YTD | +23.8% | +4.2% | +19.6% | +21.3% |
| 1Y | +11.6% | +5.0% | +6.6% | +9.1% |
| 3Y | +403.5% | +81.7% | +321.8% | +195.9% |
| 5Y | +647.0% | +62.5% | +584.5% | +385.4% |
| All | +1,917.9% | +250.4% | +1,667.5% | +736.0% |
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