+1,155.8%
VUG vs ED
+610.8%
+545.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.7% |
| 7D | -3.4% | +1.6% | -5.0% | -4.0% |
| 30D | -11.1% | +13.3% | -24.4% | -15.2% |
| 3M | -7.2% | +9.7% | -17.0% | -10.6% |
| 6M | -4.1% | +12.8% | -16.9% | -8.9% |
| YTD | +1.4% | +22.3% | -20.9% | -7.0% |
| 1Y | +1.9% | +26.3% | -24.4% | -7.8% |
| 3Y | +77.7% | +45.0% | +32.7% | +47.3% |
| 5Y | +57.6% | +80.2% | -22.6% | +16.5% |
| 10Y | +398.6% | +129.9% | +268.7% | +204.3% |
| All | +1,155.8% | +610.8% | +545.0% | +261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling