+420.5%
VUG vs EXC
+152.4%
+268.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -1.7% | -0.9% | -0.8% | -1.4% |
| 3M | +2.8% | -2.7% | +5.5% | +3.4% |
| 6M | +13.6% | -9.4% | +23.0% | +16.7% |
| YTD | +8.1% | +3.0% | +5.0% | +5.8% |
| 1Y | +13.1% | +5.1% | +7.9% | +9.7% |
| 3Y | +87.0% | +20.6% | +66.4% | +68.2% |
| 5Y | +76.0% | +45.7% | +30.3% | +43.8% |
| 10Y | +420.5% | +160.8% | +259.7% | +249.8% |
| All | +420.5% | +152.4% | +268.1% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EXC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling