+423.1%
VUG vs EXC
+153.8%
+269.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +0.9% | +1.2% | -0.4% | +0.5% |
| 30D | -1.4% | -2.7% | +1.3% | -0.6% |
| 3M | +2.3% | -1.0% | +3.3% | +2.3% |
| 6M | +15.7% | -9.3% | +24.9% | +18.8% |
| YTD | +8.6% | +3.6% | +5.0% | +6.2% |
| 1Y | +14.1% | +5.9% | +8.1% | +10.3% |
| 3Y | +87.9% | +21.3% | +66.6% | +68.7% |
| 5Y | +76.3% | +46.2% | +30.1% | +43.9% |
| All | +423.1% | +153.8% | +269.3% | +250.9% |
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