+1,250.4%
VUG vs ES
+700.8%
+549.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | -0.3% | -2.0% | +1.6% | +0.4% |
| 3M | -0.7% | +1.7% | -2.4% | -1.7% |
| 6M | +14.6% | -3.5% | +18.2% | +15.5% |
| YTD | +9.0% | +7.9% | +1.1% | +4.7% |
| 1Y | +14.9% | +17.2% | -2.3% | +5.7% |
| 3Y | +86.0% | +29.3% | +56.7% | +58.6% |
| 5Y | +76.7% | -5.7% | +82.4% | +71.5% |
| 10Y | +411.3% | +85.2% | +326.1% | +237.8% |
| All | +1,250.4% | +700.8% | +549.6% | +312.5% |
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 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