+405.3%
VUG vs ES
+92.3%
+313.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +1.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -7.0% | +6.7% | -13.7% | -8.8% |
| 3M | -3.7% | +0.3% | -4.0% | -4.0% |
| 6M | -1.6% | +7.4% | -9.0% | -4.1% |
| YTD | +5.1% | +8.4% | -3.2% | +1.9% |
| 1Y | +3.8% | +0.6% | +3.1% | +2.3% |
| 3Y | +79.9% | +50.6% | +29.3% | +51.8% |
| 5Y | +66.4% | +4.8% | +61.6% | +58.9% |
| 10Y | +405.3% | +93.1% | +312.2% | +331.1% |
| All | +405.3% | +92.3% | +313.0% | +331.1% |
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