+769.3%
VST vs VUG
+76.6%
+692.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +4.0% |
| 7D | +8.9% | -0.1% | +9.0% | +9.0% |
| 30D | +6.2% | -0.3% | +6.5% | +6.5% |
| 3M | -2.7% | -0.7% | -2.0% | -2.4% |
| 6M | -8.4% | +14.6% | -23.0% | -19.4% |
| YTD | -7.2% | +9.0% | -16.2% | -14.5% |
| 1Y | -20.9% | +14.9% | -35.8% | -30.2% |
| 3Y | +384.0% | +86.0% | +297.9% | +222.5% |
| All | +769.3% | +76.6% | +692.7% | +449.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling