+1,164.9%
VST vs VUG
+398.3%
+766.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.4% |
| 7D | +6.6% | +2.5% | +4.1% | +4.6% |
| 30D | -12.4% | -6.3% | -6.1% | -7.4% |
| 3M | -9.0% | -6.0% | -3.0% | -3.9% |
| 6M | -6.4% | -3.5% | -2.9% | -3.4% |
| YTD | -17.2% | +3.9% | -21.1% | -19.5% |
| 1Y | -22.0% | +5.1% | -27.1% | -24.8% |
| 3Y | +296.7% | +77.9% | +218.8% | +178.0% |
| 5Y | +637.6% | +62.4% | +575.2% | +435.7% |
| All | +1,164.9% | +398.3% | +766.6% | +329.7% |
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