+297.5%
VST vs VUG
+79.9%
+217.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +3.3% |
| 7D | -0.5% | +0.5% | -1.0% | -1.4% |
| 30D | -17.1% | -8.2% | -8.9% | -6.1% |
| 3M | -4.6% | -5.4% | +0.9% | +3.6% |
| 6M | -9.1% | -2.5% | -6.5% | -6.1% |
| YTD | -16.6% | +4.2% | -20.8% | -22.2% |
| 1Y | -29.5% | +5.0% | -34.5% | -35.1% |
| 3Y | +297.5% | +81.7% | +215.8% | +121.3% |
| All | +297.5% | +79.9% | +217.7% | +121.3% |
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 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