+2,010.2%
VRT vs VUG
+252.7%
+1,757.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.8% |
| 7D | +18.6% | +4.4% | +14.2% | +12.7% |
| 30D | -11.7% | -7.3% | -4.3% | -1.6% |
| 3M | -27.3% | -4.2% | -23.0% | -22.1% |
| 6M | -42.9% | -1.6% | -41.3% | -40.3% |
| YTD | +29.5% | +4.9% | +24.6% | +25.9% |
| 1Y | +21.0% | +3.8% | +17.2% | +20.0% |
| 3Y | +403.1% | +79.4% | +323.7% | +199.1% |
| 5Y | +688.8% | +63.9% | +624.9% | +408.2% |
| All | +2,010.2% | +252.7% | +1,757.4% | +767.9% |
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 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