+5.1%
VUG vs EXC
+3.6%
+1.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.6% |
| 7D | +2.5% | +1.4% | +1.1% | +2.9% |
| 30D | -6.3% | +8.6% | -14.8% | -4.2% |
| 3M | -6.0% | +2.4% | -8.4% | -5.4% |
| 6M | -3.5% | +6.5% | -10.0% | -2.0% |
| YTD | +3.9% | +9.0% | -5.1% | +6.5% |
| 1Y | +5.1% | +4.6% | +0.5% | +7.6% |
| All | +5.1% | +3.6% | +1.5% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling