+1,199.2%
VUG vs VMC
+676.1%
+523.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.2% |
| 7D | +4.4% | -1.7% | +6.1% | +5.0% |
| 30D | -7.3% | +15.3% | -22.6% | -11.7% |
| 3M | -4.2% | +0.3% | -4.5% | -4.7% |
| 6M | -1.6% | +0.9% | -2.5% | -2.7% |
| YTD | +4.9% | -1.0% | +5.9% | +3.7% |
| 1Y | +3.8% | -4.3% | +8.1% | +3.7% |
| 3Y | +79.4% | +35.3% | +44.1% | +58.4% |
| 5Y | +63.9% | +44.4% | +19.5% | +41.1% |
| 10Y | +404.0% | +128.0% | +276.0% | +252.3% |
| All | +1,199.2% | +676.1% | +523.1% | +409.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling