+1,155.8%
VUG vs EW
+3,531.6%
-2,375.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.5% |
| 7D | -3.4% | +11.0% | -14.4% | -6.6% |
| 30D | -11.1% | +19.1% | -30.2% | -16.0% |
| 3M | -7.2% | +14.4% | -21.6% | -11.4% |
| 6M | -4.1% | +22.8% | -26.9% | -10.7% |
| YTD | +1.4% | +19.8% | -18.4% | -5.1% |
| 1Y | +1.9% | +23.9% | -22.0% | -5.7% |
| 3Y | +77.7% | +52.2% | +25.5% | +47.1% |
| 5Y | +57.6% | -13.9% | +71.5% | +54.9% |
| 10Y | +398.6% | +241.9% | +156.7% | +213.8% |
| All | +1,155.8% | +3,531.6% | -2,375.8% | +205.0% |
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 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