+1,199.2%
VUG vs FE
+235.9%
+963.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | -7.3% | +3.9% | -11.2% | -8.7% |
| 3M | -4.2% | -0.1% | -4.1% | -4.4% |
| 6M | -1.6% | +6.1% | -7.7% | -4.1% |
| YTD | +4.9% | +8.1% | -3.2% | +1.2% |
| 1Y | +3.8% | +4.4% | -0.6% | +1.3% |
| 3Y | +79.4% | +49.0% | +30.4% | +50.5% |
| 5Y | +63.9% | +46.1% | +17.8% | +37.0% |
| 10Y | +404.0% | +122.6% | +281.5% | +237.7% |
| All | +1,199.2% | +235.9% | +963.3% | +648.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling