+566.4%
VUG vs USFR
+27.5%
+538.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -0.3% | +0.3% | -0.6% | -0.4% |
| 3M | -0.7% | +1.0% | -1.7% | -1.0% |
| 6M | +14.6% | +1.9% | +12.7% | +13.8% |
| YTD | +9.0% | +2.6% | +6.4% | +8.0% |
| 1Y | +14.9% | +4.0% | +10.9% | +13.2% |
| 3Y | +86.0% | +14.1% | +71.9% | +77.2% |
| 5Y | +76.7% | +20.4% | +56.3% | +65.0% |
| 10Y | +411.3% | +28.0% | +383.3% | +367.9% |
| All | +566.4% | +27.5% | +538.9% | +507.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling