+414.3%
VUG vs VMC
+156.6%
+257.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.6% |
| 7D | -0.5% | -3.8% | +3.3% | +0.8% |
| 30D | -1.0% | -9.7% | +8.7% | +2.4% |
| 3M | +3.5% | -9.6% | +13.2% | +6.5% |
| 6M | +14.2% | -4.8% | +19.0% | +15.1% |
| YTD | +8.5% | -10.9% | +19.4% | +11.2% |
| 1Y | +12.9% | -15.6% | +28.5% | +17.7% |
| 3Y | +85.6% | +19.3% | +66.3% | +69.9% |
| 5Y | +78.1% | +48.0% | +30.1% | +51.0% |
| All | +414.3% | +156.6% | +257.8% | +267.2% |
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