+1,181.0%
VUG vs FE
+235.8%
+945.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | -8.9% | +4.3% | -13.2% | -10.3% |
| 3M | -5.9% | +0.4% | -6.3% | -6.2% |
| 6M | -3.3% | +6.9% | -10.2% | -6.0% |
| YTD | +3.4% | +8.0% | -4.6% | -0.2% |
| 1Y | +1.9% | +4.8% | -2.9% | -0.7% |
| 3Y | +76.9% | +49.0% | +28.0% | +48.4% |
| 5Y | +63.9% | +46.2% | +17.7% | +37.0% |
| 10Y | +396.2% | +120.9% | +275.3% | +233.5% |
| All | +1,181.0% | +235.8% | +945.3% | +638.4% |
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 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