+892.8%
VUG vs VT
+345.0%
+547.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.4% | -1.6% |
| 7D | -7.1% | -4.2% | -3.0% | -3.2% |
| 30D | -12.1% | -5.8% | -6.3% | -6.9% |
| 3M | -8.1% | -5.2% | -2.9% | -3.2% |
| 6M | -3.2% | +0.1% | -3.3% | -3.1% |
| YTD | +0.5% | +8.2% | -7.8% | -6.5% |
| 1Y | -0.7% | +10.1% | -10.8% | -9.0% |
| 3Y | +77.1% | +69.7% | +7.5% | +9.8% |
| 5Y | +56.2% | +53.4% | +2.8% | +8.0% |
| 10Y | +394.1% | +219.2% | +174.9% | +86.0% |
| All | +892.8% | +345.0% | +547.8% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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