+5.2%
VUG vs VG
+47.2%
-42.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.7% | +9.2% | +1.2% |
| 7D | -3.0% | -16.4% | +13.4% | -3.7% |
| 30D | -6.4% | -10.8% | +4.4% | -6.8% |
| 3M | -3.2% | -6.3% | +3.1% | -3.2% |
| 6M | +3.1% | -12.5% | +15.6% | +3.2% |
| YTD | +6.3% | +76.9% | -70.6% | +2.5% |
| 1Y | +5.2% | +51.8% | -46.6% | +2.2% |
| All | +5.2% | +47.2% | -42.0% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling