+409.6%
VUG vs TRU
+243.6%
+166.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | -6.3% | +21.3% | -27.6% | -13.2% |
| 3M | -6.0% | +0.2% | -6.3% | -7.2% |
| 6M | -3.5% | +22.4% | -25.9% | -12.5% |
| YTD | +3.9% | -4.8% | +8.8% | +2.2% |
| 1Y | +5.1% | -0.2% | +5.3% | +1.3% |
| 3Y | +77.9% | +57.9% | +19.9% | +34.9% |
| 5Y | +62.4% | -26.1% | +88.5% | +63.6% |
| 10Y | +399.4% | +184.8% | +214.6% | +213.7% |
| All | +409.6% | +243.6% | +166.0% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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