+296.7%
VST vs VUG
+78.3%
+218.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | +0.2% |
| 7D | +6.6% | +2.5% | +4.1% | +3.0% |
| 30D | -12.4% | -6.3% | -6.1% | -3.8% |
| 3M | -9.0% | -6.0% | -3.0% | -0.2% |
| 6M | -6.4% | -3.5% | -2.9% | -1.9% |
| YTD | -17.2% | +3.9% | -21.1% | -22.5% |
| 1Y | -22.0% | +5.1% | -27.1% | -28.3% |
| 3Y | +296.7% | +77.9% | +218.8% | +116.2% |
| All | +296.7% | +78.3% | +218.4% | +116.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling