+402.8%
VUG vs EW
+254.3%
+148.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.4% |
| 7D | +2.5% | +4.9% | -2.4% | +0.8% |
| 30D | -6.3% | +23.9% | -30.2% | -13.2% |
| 3M | -6.0% | +15.8% | -21.8% | -11.0% |
| 6M | -3.5% | +31.7% | -35.2% | -13.0% |
| YTD | +3.9% | +25.7% | -21.8% | -5.1% |
| 1Y | +5.1% | +24.4% | -19.3% | -3.7% |
| 3Y | +77.9% | +65.9% | +12.0% | +37.6% |
| 5Y | +62.4% | -7.6% | +70.0% | +56.5% |
| All | +402.8% | +254.3% | +148.5% | +220.6% |
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