+387.8%
VUG vs FE
+107.4%
+280.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -11.1% | +5.2% | -16.3% | -12.4% |
| 3M | -7.2% | 0.0% | -7.2% | -7.4% |
| 6M | -4.1% | +5.0% | -9.2% | -5.8% |
| YTD | +1.4% | +7.9% | -6.5% | -1.5% |
| 1Y | +1.9% | +6.3% | -4.4% | -0.6% |
| 3Y | +77.7% | +46.0% | +31.7% | +54.4% |
| 5Y | +57.6% | +45.6% | +12.0% | +35.9% |
| All | +387.8% | +107.4% | +280.4% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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