+409.7%
VUG vs M
-6.4%
+416.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | 0.0% |
| 7D | +0.9% | +2.4% | -1.5% | +0.5% |
| 30D | -1.4% | -11.6% | +10.2% | +0.3% |
| 3M | +2.3% | +1.6% | +0.7% | +1.8% |
| 6M | +15.7% | +25.2% | -9.5% | +11.5% |
| YTD | +8.6% | +3.8% | +4.9% | +7.2% |
| 1Y | +14.1% | +36.3% | -22.3% | +8.0% |
| 3Y | +87.9% | +116.3% | -28.4% | +61.4% |
| 5Y | +76.3% | +28.2% | +48.1% | +58.6% |
| 10Y | +409.7% | -3.4% | +413.1% | +314.1% |
| All | +409.7% | -6.4% | +416.0% | +314.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded M 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling