+63.9%
VUG vs USFR
+21.4%
+42.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | -7.3% | +0.4% | -7.7% | -7.2% |
| 3M | -4.2% | +1.0% | -5.3% | -3.8% |
| 6M | -1.6% | +2.0% | -3.6% | -0.8% |
| YTD | +4.9% | +3.4% | +1.4% | +5.4% |
| 1Y | +3.8% | +4.1% | -0.3% | +4.1% |
| 3Y | +79.4% | +14.4% | +65.0% | +80.3% |
| 5Y | +63.9% | +21.4% | +42.5% | +65.4% |
| All | +63.9% | +21.4% | +42.5% | +65.4% |
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