+396.2%
VUG vs M
-3.0%
+399.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -1.2% | +5.0% | -6.2% | -1.9% |
| 30D | -8.9% | +10.6% | -19.5% | -10.3% |
| 3M | -5.9% | +1.6% | -7.5% | -6.4% |
| 6M | -3.3% | +30.8% | -34.1% | -7.5% |
| YTD | +3.4% | +16.9% | -13.5% | +0.1% |
| 1Y | +1.9% | +26.3% | -24.4% | -2.6% |
| 3Y | +76.9% | +158.6% | -81.7% | +48.1% |
| 5Y | +63.9% | +2.1% | +61.8% | +50.5% |
| 10Y | +396.2% | -4.3% | +400.5% | +307.7% |
| All | +396.2% | -3.0% | +399.3% | +307.7% |
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