+78.5%
VUG vs ET
+241.8%
-163.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.6% |
| 30D | -1.0% | +2.9% | -3.8% | -2.0% |
| 3M | +3.5% | +16.8% | -13.3% | -2.2% |
| 6M | +14.2% | +18.9% | -4.7% | +6.8% |
| YTD | +8.5% | +37.7% | -29.2% | -4.4% |
| 1Y | +12.9% | +32.4% | -19.6% | +0.9% |
| 3Y | +85.6% | +99.5% | -13.8% | +42.2% |
| All | +78.5% | +241.8% | -163.2% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 5y: compounded portfolio wealth divided by compounded ET 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…
5y analysis · Full analysis span regression · 6 months rolling