+1,216.9%
VST vs VUG
+413.1%
+803.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.9% |
| 7D | +8.9% | -0.1% | +9.0% | +9.0% |
| 30D | +6.2% | -0.3% | +6.5% | +6.4% |
| 3M | -2.7% | -0.7% | -2.0% | -2.4% |
| 6M | -8.4% | +14.6% | -23.0% | -18.1% |
| YTD | -7.2% | +9.0% | -16.2% | -13.6% |
| 1Y | -20.9% | +14.9% | -35.8% | -29.1% |
| 3Y | +384.0% | +86.0% | +297.9% | +224.9% |
| 5Y | +757.1% | +76.7% | +680.4% | +480.9% |
| All | +1,216.9% | +413.1% | +803.7% | +320.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling