+76.0%
VUG vs USFR
+20.4%
+55.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -1.7% | +0.3% | -2.0% | -1.6% |
| 3M | +2.8% | +1.0% | +1.8% | +3.2% |
| 6M | +13.6% | +1.9% | +11.7% | +14.0% |
| YTD | +8.1% | +2.7% | +5.4% | +8.1% |
| 1Y | +13.1% | +4.0% | +9.1% | +12.5% |
| 3Y | +87.0% | +14.0% | +72.9% | +86.1% |
| 5Y | +76.0% | +20.4% | +55.6% | +75.4% |
| All | +76.0% | +20.4% | +55.6% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling