+1,155.8%
VUG vs ES
+696.4%
+459.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +2.0% |
| 7D | -3.4% | +1.9% | -5.3% | -4.2% |
| 30D | -11.1% | +7.1% | -18.1% | -13.6% |
| 3M | -7.2% | -1.9% | -5.3% | -6.9% |
| 6M | -4.1% | +4.4% | -8.5% | -6.5% |
| YTD | +1.4% | +7.3% | -5.9% | -2.8% |
| 1Y | +1.9% | +2.1% | -0.2% | -0.9% |
| 3Y | +77.7% | +41.8% | +35.9% | +45.4% |
| 5Y | +57.6% | +1.4% | +56.2% | +47.5% |
| 10Y | +398.6% | +86.8% | +311.8% | +227.0% |
| All | +1,155.8% | +696.4% | +459.4% | +283.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling