+567.3%
VRT vs VUG
+57.0%
+510.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +1.9% |
| 7D | -21.4% | -3.4% | -18.0% | -16.3% |
| 30D | -25.8% | -11.1% | -14.7% | -8.7% |
| 3M | -33.5% | -7.2% | -26.3% | -23.7% |
| 6M | -49.0% | -4.1% | -44.9% | -44.1% |
| YTD | +12.9% | +1.4% | +11.6% | +13.4% |
| 1Y | 0.0% | +1.9% | -1.9% | +0.4% |
| 3Y | +361.8% | +77.7% | +284.1% | +118.0% |
| All | +567.3% | +57.0% | +510.3% | +269.0% |
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 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