+180.6%
VUG vs TE
-80.5%
+261.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.7% |
| 7D | +2.5% | -19.1% | +21.6% | +4.1% |
| 30D | -6.3% | -34.1% | +27.9% | -3.6% |
| 3M | -6.0% | -60.1% | +54.1% | 0.0% |
| 6M | -3.5% | -66.0% | +62.4% | +1.9% |
| YTD | +3.9% | -71.4% | +75.3% | +9.4% |
| 1Y | +5.1% | -45.3% | +50.4% | +4.3% |
| 3Y | +77.9% | +9.1% | +68.7% | +49.7% |
| 5Y | +62.4% | -82.6% | +145.0% | +61.8% |
| All | +180.6% | -80.5% | +261.1% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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