+849.1%
VUG vs MSCI
+3,095.4%
-2,246.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.8% |
| 7D | -3.4% | +2.8% | -6.2% | -4.4% |
| 30D | -11.1% | +15.4% | -26.5% | -15.9% |
| 3M | -7.2% | +13.4% | -20.7% | -11.9% |
| 6M | -4.1% | +10.9% | -15.0% | -8.9% |
| YTD | +1.4% | +13.0% | -11.6% | -5.0% |
| 1Y | +1.9% | +12.0% | -10.1% | -4.3% |
| 3Y | +77.7% | +34.1% | +43.6% | +52.1% |
| 5Y | +57.6% | +3.9% | +53.7% | +46.2% |
| 10Y | +398.6% | +802.0% | -403.4% | +114.9% |
| All | +849.1% | +3,095.4% | -2,246.3% | +153.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling