+396.2%
VUG vs ED
+136.7%
+259.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.2% | +2.1% | -3.3% | -1.6% |
| 30D | -8.9% | +12.4% | -21.3% | -10.8% |
| 3M | -5.9% | +13.1% | -19.0% | -8.1% |
| 6M | -3.3% | +14.1% | -17.3% | -5.8% |
| YTD | +3.4% | +23.1% | -19.6% | -1.2% |
| 1Y | +1.9% | +25.4% | -23.5% | -3.1% |
| 3Y | +76.9% | +47.9% | +29.1% | +57.8% |
| 5Y | +63.9% | +81.9% | -18.0% | +36.3% |
| 10Y | +396.2% | +141.3% | +254.9% | +292.0% |
| All | +396.2% | +136.7% | +259.5% | +292.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling