+1,112.0%
VST vs VUG
+391.5%
+720.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.9% | +9.6% | +9.8% |
| 7D | -9.8% | -3.4% | -6.4% | -7.3% |
| 30D | -25.1% | -11.1% | -14.1% | -17.4% |
| 3M | -11.6% | -7.2% | -4.3% | -5.7% |
| 6M | -20.9% | -4.1% | -16.8% | -18.0% |
| YTD | -22.3% | +1.4% | -23.7% | -23.0% |
| 1Y | -32.0% | +1.9% | -33.9% | -32.9% |
| 3Y | +262.4% | +77.7% | +184.6% | +155.1% |
| 5Y | +563.4% | +57.6% | +505.8% | +392.8% |
| All | +1,112.0% | +391.5% | +720.5% | +324.3% |
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