+918.7%
VTI vs VUG
+1,188.6%
-269.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.4% |
| 7D | +2.5% | +2.5% | 0.0% | +0.3% |
| 30D | -1.5% | -6.3% | +4.7% | +4.2% |
| 3M | -3.2% | -6.0% | +2.8% | +2.1% |
| 6M | +2.3% | -3.5% | +5.8% | +5.1% |
| YTD | +11.6% | +3.9% | +7.7% | +6.9% |
| 1Y | +13.8% | +5.1% | +8.7% | +7.8% |
| 3Y | +77.4% | +77.9% | -0.4% | +2.1% |
| 5Y | +64.6% | +62.4% | +2.1% | +0.9% |
| 10Y | +290.6% | +399.4% | -108.8% | -22.7% |
| All | +918.7% | +1,188.6% | -269.9% | -22.8% |
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