+1,250.4%
VUG vs EW
+3,096.4%
-1,846.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | -0.3% | +1.0% | -1.4% | -0.7% |
| 3M | -0.7% | +2.8% | -3.5% | -1.8% |
| 6M | +14.6% | +5.5% | +9.1% | +12.2% |
| YTD | +9.0% | +5.5% | +3.6% | +6.5% |
| 1Y | +14.9% | +11.0% | +3.8% | +10.1% |
| 3Y | +86.0% | +17.7% | +68.3% | +67.6% |
| 5Y | +76.7% | -25.7% | +102.4% | +82.2% |
| 10Y | +411.3% | +132.8% | +278.5% | +259.2% |
| All | +1,250.4% | +3,096.4% | -1,846.0% | +242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling