+905.2%
VRT vs VUG
+76.6%
+828.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.8% | +5.2% |
| 7D | +9.1% | -0.1% | +9.2% | +9.3% |
| 30D | +0.9% | -0.3% | +1.2% | +1.5% |
| 3M | -13.4% | -0.7% | -12.7% | -11.4% |
| 6M | +11.7% | +14.6% | -2.9% | -9.8% |
| YTD | +73.2% | +9.0% | +64.2% | +52.3% |
| 1Y | +123.4% | +14.9% | +108.6% | +82.7% |
| 3Y | +606.2% | +86.0% | +520.1% | +206.9% |
| All | +905.2% | +76.6% | +828.6% | +361.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling