+1,155.8%
VUG vs EXC
+348.6%
+807.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.6% |
| 7D | -3.4% | -1.2% | -2.2% | -3.0% |
| 30D | -11.1% | +10.0% | -21.0% | -14.4% |
| 3M | -7.2% | +1.6% | -8.9% | -8.1% |
| 6M | -4.1% | +3.3% | -7.4% | -6.1% |
| YTD | +1.4% | +7.6% | -6.2% | -2.8% |
| 1Y | +1.9% | +3.5% | -1.6% | -0.9% |
| 3Y | +77.7% | +27.7% | +50.1% | +55.0% |
| 5Y | +57.6% | +41.1% | +16.5% | +30.1% |
| 10Y | +398.6% | +178.2% | +220.4% | +198.6% |
| All | +1,155.8% | +348.6% | +807.2% | +574.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling