+76.5%
VUG vs MSCI
-6.7%
+83.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | -0.3% | +0.6% | -0.9% | -0.6% |
| 3M | -0.7% | -7.1% | +6.4% | +1.6% |
| 6M | +14.6% | +0.8% | +13.8% | +12.6% |
| YTD | +9.0% | +1.0% | +8.0% | +6.4% |
| 1Y | +14.9% | +4.3% | +10.5% | +9.5% |
| 3Y | +86.0% | +9.9% | +76.1% | +67.6% |
| All | +76.5% | -6.7% | +83.2% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 5y: compounded portfolio wealth divided by compounded MSCI 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…
5y analysis · Full analysis span regression · 6 months rolling