+933.9%
VTI vs VUG
+1,246.8%
-312.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | +0.6% | +0.9% | -0.2% | -0.1% |
| 30D | -1.1% | -1.4% | +0.3% | +0.2% |
| 3M | +3.9% | +2.3% | +1.6% | +1.5% |
| 6M | +14.6% | +15.7% | -1.1% | 0.0% |
| YTD | +13.3% | +8.6% | +4.7% | +4.5% |
| 1Y | +19.2% | +14.1% | +5.1% | +5.0% |
| 3Y | +77.4% | +87.9% | -10.5% | -2.8% |
| 5Y | +74.0% | +76.3% | -2.3% | -1.0% |
| 10Y | +294.6% | +409.7% | -115.0% | -23.0% |
| All | +933.9% | +1,246.8% | -312.9% | -24.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling