+1,250.4%
VUG vs EXC
+329.2%
+921.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | -0.3% | -3.7% | +3.4% | +1.1% |
| 3M | -0.7% | -1.3% | +0.6% | -0.6% |
| 6M | +14.6% | -9.7% | +24.3% | +18.3% |
| YTD | +9.0% | +2.9% | +6.1% | +6.6% |
| 1Y | +14.9% | +4.4% | +10.5% | +11.4% |
| 3Y | +86.0% | +22.2% | +63.8% | +65.1% |
| 5Y | +76.7% | +46.7% | +30.0% | +43.5% |
| 10Y | +411.3% | +155.3% | +256.0% | +217.2% |
| All | +1,250.4% | +329.2% | +921.3% | +640.0% |
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