+1,181.0%
VUG vs EL
+626.5%
+554.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -1.2% | +7.6% | -8.8% | -3.5% |
| 30D | -8.9% | +15.7% | -24.5% | -13.3% |
| 3M | -5.9% | +30.5% | -36.5% | -14.6% |
| 6M | -3.3% | +32.5% | -35.8% | -13.4% |
| YTD | +3.4% | +9.4% | -6.0% | -3.3% |
| 1Y | +1.9% | +28.4% | -26.5% | -10.1% |
| 3Y | +76.9% | +4.4% | +72.5% | +54.4% |
| 5Y | +63.9% | -64.5% | +128.4% | +111.3% |
| 10Y | +396.2% | +64.9% | +331.3% | +245.9% |
| All | +1,181.0% | +626.5% | +554.5% | +369.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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