+1,205.2%
VST vs VUG
+405.9%
+799.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +5.0% |
| 7D | -0.5% | +0.5% | -1.0% | -0.9% |
| 30D | -17.1% | -8.2% | -8.9% | -10.8% |
| 3M | -4.6% | -5.4% | +0.9% | +0.2% |
| 6M | -9.1% | -2.5% | -6.5% | -6.9% |
| YTD | -16.6% | +4.2% | -20.8% | -19.1% |
| 1Y | -29.5% | +5.0% | -34.5% | -32.0% |
| 3Y | +297.5% | +81.7% | +215.8% | +174.8% |
| 5Y | +654.5% | +62.5% | +592.0% | +447.4% |
| 10Y | +1,205.2% | +396.3% | +808.9% | +344.0% |
| All | +1,205.2% | +405.9% | +799.4% | +344.0% |
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