+1,105.6%
VUG vs ET
+1,435.7%
-330.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.9% | +0.4% | +0.4% | +0.8% |
| 30D | -1.4% | +6.9% | -8.3% | -2.9% |
| 3M | +2.3% | +13.1% | -10.8% | -0.5% |
| 6M | +15.7% | +18.7% | -3.0% | +11.1% |
| YTD | +8.6% | +37.4% | -28.8% | +1.0% |
| 1Y | +14.1% | +34.8% | -20.8% | +6.4% |
| 3Y | +87.9% | +96.8% | -8.9% | +61.3% |
| 5Y | +76.3% | +238.2% | -161.9% | +34.4% |
| 10Y | +409.7% | +159.4% | +250.2% | +282.7% |
| All | +1,105.6% | +1,435.7% | -330.1% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling