+405.3%
VUG vs M
-5.1%
+410.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | -1.1% | -3.3% | +2.2% | -0.6% |
| 30D | -7.0% | +8.1% | -15.1% | -8.1% |
| 3M | -3.7% | +2.2% | -5.9% | -4.3% |
| 6M | -1.6% | +35.1% | -36.7% | -6.3% |
| YTD | +5.1% | +15.8% | -10.7% | +1.9% |
| 1Y | +3.8% | +25.8% | -22.1% | -0.7% |
| 3Y | +79.9% | +156.2% | -76.4% | +50.8% |
| 5Y | +66.4% | -2.4% | +68.7% | +53.6% |
| 10Y | +405.3% | -7.1% | +412.4% | +316.7% |
| All | +405.3% | -5.1% | +410.4% | +316.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling