+1,190.7%
VUG vs EW
+3,623.0%
-2,432.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.0% |
| 7D | +0.5% | +12.3% | -11.8% | -3.2% |
| 30D | -8.2% | +22.9% | -31.1% | -14.1% |
| 3M | -5.4% | +16.7% | -22.1% | -10.2% |
| 6M | -2.5% | +31.0% | -33.5% | -11.1% |
| YTD | +4.2% | +22.8% | -18.6% | -3.3% |
| 1Y | +5.0% | +25.6% | -20.5% | -3.2% |
| 3Y | +81.7% | +62.0% | +19.8% | +47.4% |
| 5Y | +62.5% | -12.8% | +75.3% | +59.1% |
| 10Y | +396.3% | +239.8% | +156.5% | +212.7% |
| All | +1,190.7% | +3,623.0% | -2,432.4% | +211.0% |
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