+194.4%
VUG vs TE
-53.0%
+247.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -0.1% | -4.0% | +3.9% | +0.2% |
| 30D | -0.3% | -15.9% | +15.6% | +0.8% |
| 3M | -0.7% | -60.5% | +59.9% | +5.1% |
| 6M | +14.6% | -35.2% | +49.8% | +15.2% |
| YTD | +9.0% | -31.1% | +40.2% | +8.0% |
| 1Y | +14.9% | +148.6% | -133.8% | -0.2% |
| 3Y | +86.0% | -26.4% | +112.4% | +71.8% |
| 5Y | +76.7% | -48.0% | +124.7% | +64.0% |
| All | +194.4% | -53.0% | +247.4% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling