+420.5%
VUG vs VO
+193.0%
+227.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.3% |
| 7D | +0.1% | -0.6% | +0.7% | +0.7% |
| 30D | -1.7% | -1.9% | +0.2% | +0.2% |
| 3M | +2.8% | +3.3% | -0.4% | -0.4% |
| 6M | +13.6% | +9.7% | +3.9% | +3.7% |
| YTD | +8.1% | +12.6% | -4.5% | -4.0% |
| 1Y | +13.1% | +13.6% | -0.6% | -0.6% |
| 3Y | +87.0% | +56.8% | +30.2% | +19.5% |
| 5Y | +76.0% | +42.3% | +33.7% | +24.7% |
| 10Y | +420.5% | +199.2% | +221.3% | +88.7% |
| All | +420.5% | +193.0% | +227.5% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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