+407.5%
VUG vs EW
+249.9%
+157.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.4% | +4.9% | -0.5% | +2.7% |
| 30D | -7.3% | +24.1% | -31.4% | -14.2% |
| 3M | -4.2% | +13.7% | -17.9% | -8.7% |
| 6M | -1.6% | +32.7% | -34.3% | -11.5% |
| YTD | +4.9% | +24.1% | -19.2% | -3.8% |
| 1Y | +3.8% | +23.6% | -19.8% | -4.7% |
| 3Y | +79.4% | +64.8% | +14.7% | +39.1% |
| 5Y | +63.9% | -8.8% | +72.7% | +58.6% |
| All | +407.5% | +249.9% | +157.6% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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