+214.1%
VUG vs SITM
+4,789.7%
-4,575.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | 0.0% |
| 7D | -0.5% | +3.9% | -4.3% | -1.1% |
| 30D | -1.0% | -6.6% | +5.6% | -0.2% |
| 3M | +3.5% | -11.9% | +15.4% | +3.9% |
| 6M | +14.2% | +81.1% | -66.9% | -0.4% |
| YTD | +8.5% | +80.0% | -71.5% | -6.3% |
| 1Y | +12.9% | +145.8% | -133.0% | -9.2% |
| 3Y | +85.6% | +475.9% | -390.2% | +18.6% |
| 5Y | +78.1% | +189.2% | -111.1% | +17.8% |
| All | +214.1% | +4,789.7% | -4,575.6% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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