+535.3%
VUG vs USFR
+28.6%
+506.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -6.3% | +0.4% | -6.6% | -6.4% |
| 3M | -6.0% | +1.1% | -7.1% | -6.4% |
| 6M | -3.5% | +2.0% | -5.6% | -4.2% |
| YTD | +3.9% | +3.5% | +0.5% | +2.7% |
| 1Y | +5.1% | +4.1% | +1.0% | +3.6% |
| 3Y | +77.9% | +14.4% | +63.5% | +69.3% |
| 5Y | +62.4% | +21.4% | +41.0% | +51.2% |
| 10Y | +399.4% | +28.6% | +370.9% | +356.3% |
| All | +535.3% | +28.6% | +506.7% | +477.1% |
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