+405.3%
VUG vs VMC
+129.3%
+276.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -1.1% | -4.3% | +3.2% | +0.4% |
| 30D | -7.0% | +16.2% | -23.2% | -11.8% |
| 3M | -3.7% | -0.8% | -2.9% | -3.8% |
| 6M | -1.6% | +1.2% | -2.8% | -2.9% |
| YTD | +5.1% | +0.5% | +4.7% | +3.3% |
| 1Y | +3.8% | -2.9% | +6.7% | +3.1% |
| 3Y | +79.9% | +37.3% | +42.5% | +56.4% |
| 5Y | +66.4% | +48.8% | +17.6% | +39.0% |
| 10Y | +405.3% | +131.4% | +273.9% | +250.5% |
| All | +405.3% | +129.3% | +276.0% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling