+396.3%
VUG vs EXC
+176.1%
+220.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +0.5% | -1.7% | +2.2% | +1.0% |
| 30D | -8.2% | +9.3% | -17.5% | -11.0% |
| 3M | -5.4% | +1.0% | -6.5% | -6.0% |
| 6M | -2.5% | +5.9% | -8.5% | -5.1% |
| YTD | +4.2% | +7.6% | -3.4% | +0.4% |
| 1Y | +5.0% | +2.4% | +2.6% | +2.9% |
| 3Y | +81.7% | +30.2% | +51.5% | +58.5% |
| 5Y | +62.5% | +41.4% | +21.2% | +34.8% |
| 10Y | +396.3% | +183.8% | +212.6% | +227.4% |
| All | +396.3% | +176.1% | +220.2% | +227.4% |
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