+409.7%
VUG vs ED
+104.2%
+305.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +0.9% | +0.5% | +0.3% | +0.8% |
| 30D | -1.4% | +1.1% | -2.5% | -1.6% |
| 3M | +2.3% | +4.6% | -2.3% | +1.3% |
| 6M | +15.7% | -2.0% | +17.6% | +15.8% |
| YTD | +8.6% | +11.7% | -3.1% | +5.6% |
| 1Y | +14.1% | +15.7% | -1.7% | +9.8% |
| 3Y | +87.9% | +34.4% | +53.5% | +70.3% |
| 5Y | +76.3% | +67.3% | +9.0% | +48.5% |
| 10Y | +409.7% | +104.0% | +305.6% | +309.9% |
| All | +409.7% | +104.2% | +305.5% | +309.9% |
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