+396.2%
VUG vs SM
+4.2%
+392.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.9% |
| 7D | -1.2% | -19.5% | +18.3% | +0.4% |
| 30D | -8.9% | -20.2% | +11.4% | -7.4% |
| 3M | -5.9% | -6.5% | +0.6% | -5.8% |
| 6M | -3.3% | +1.6% | -4.8% | -4.2% |
| YTD | +3.4% | +61.2% | -57.8% | -2.1% |
| 1Y | +1.9% | +65.4% | -63.5% | -3.9% |
| 3Y | +76.9% | -13.0% | +89.9% | +73.5% |
| 5Y | +63.9% | -4.3% | +68.1% | +56.8% |
| 10Y | +396.2% | +3.0% | +393.2% | +288.2% |
| All | +396.2% | +4.2% | +392.0% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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