+76.3%
VUG vs EW
-28.5%
+104.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +0.7% |
| 7D | +0.9% | -4.4% | +5.3% | +2.2% |
| 30D | -1.4% | -3.3% | +1.9% | -0.5% |
| 3M | +2.3% | +1.0% | +1.3% | +1.7% |
| 6M | +15.7% | +6.2% | +9.5% | +13.0% |
| YTD | +8.6% | +1.7% | +6.9% | +7.4% |
| 1Y | +14.1% | +8.1% | +5.9% | +10.4% |
| 3Y | +87.9% | +17.1% | +70.8% | +67.1% |
| 5Y | +76.3% | -29.4% | +105.7% | +92.4% |
| All | +76.3% | -28.5% | +104.8% | +92.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling