+402.8%
VUG vs ES
+98.2%
+304.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +2.5% | +2.7% | -0.2% | +1.8% |
| 30D | -6.3% | +7.6% | -13.9% | -8.2% |
| 3M | -6.0% | +0.5% | -6.5% | -6.4% |
| 6M | -3.5% | +7.6% | -11.1% | -5.9% |
| YTD | +3.9% | +10.2% | -6.3% | +0.3% |
| 1Y | +5.1% | +1.8% | +3.3% | +3.3% |
| 3Y | +77.9% | +55.4% | +22.5% | +48.7% |
| 5Y | +62.4% | +7.3% | +55.1% | +54.0% |
| All | +402.8% | +98.2% | +304.6% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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