+420.5%
VUG vs EW
+121.7%
+298.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +0.1% | -5.1% | +5.2% | +1.9% |
| 30D | -1.7% | -6.4% | +4.7% | +0.5% |
| 3M | +2.8% | -1.6% | +4.4% | +3.1% |
| 6M | +13.6% | +2.3% | +11.3% | +12.1% |
| YTD | +8.1% | +1.1% | +7.0% | +6.8% |
| 1Y | +13.1% | +8.0% | +5.1% | +9.0% |
| 3Y | +87.0% | +16.3% | +70.6% | +66.2% |
| 5Y | +76.0% | -29.4% | +105.4% | +86.3% |
| 10Y | +420.5% | +125.6% | +294.9% | +275.8% |
| All | +420.5% | +121.7% | +298.8% | +275.8% |
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