+1,181.0%
VUG vs VO
+822.0%
+359.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -0.2% | -1.0% | -0.9% |
| 30D | -8.9% | +0.5% | -9.3% | -9.2% |
| 3M | -5.9% | -1.1% | -4.8% | -4.9% |
| 6M | -3.3% | +6.4% | -9.7% | -8.3% |
| YTD | +3.4% | +13.5% | -10.1% | -7.6% |
| 1Y | +1.9% | +13.6% | -11.7% | -9.0% |
| 3Y | +76.9% | +65.2% | +11.7% | +13.8% |
| 5Y | +63.9% | +37.7% | +26.1% | +25.1% |
| 10Y | +396.2% | +198.4% | +197.8% | +97.2% |
| All | +1,181.0% | +822.0% | +359.0% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling