+408.8%
VUG vs EXC
+201.1%
+207.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.1% | -1.4% | +0.3% | -0.7% |
| 30D | -7.0% | +8.3% | -15.3% | -9.6% |
| 3M | -3.7% | +2.6% | -6.3% | -4.7% |
| 6M | -1.6% | +5.2% | -6.8% | -3.9% |
| YTD | +5.1% | +7.5% | -2.4% | +1.3% |
| 1Y | +3.8% | +3.2% | +0.6% | +1.4% |
| 3Y | +79.9% | +29.5% | +50.3% | +57.2% |
| 5Y | +66.4% | +39.7% | +26.7% | +38.6% |
| All | +408.8% | +201.1% | +207.7% | +230.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling