+402.8%
VUG vs RF
+223.4%
+179.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.3% |
| 7D | +2.5% | +1.9% | +0.6% | +1.9% |
| 30D | -6.3% | +7.3% | -13.6% | -8.2% |
| 3M | -6.0% | -7.9% | +1.9% | -3.8% |
| 6M | -3.5% | +10.5% | -14.1% | -6.7% |
| YTD | +3.9% | +9.6% | -5.7% | +0.4% |
| 1Y | +5.1% | +20.3% | -15.2% | -1.3% |
| 3Y | +77.9% | +119.5% | -41.7% | +37.5% |
| 5Y | +62.4% | +48.2% | +14.2% | +38.2% |
| All | +402.8% | +223.4% | +179.5% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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