+72.6%
VZ vs VUG
+398.3%
-325.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +1.5% | +2.5% | -1.0% | +1.0% |
| 30D | +4.4% | -6.3% | +10.6% | +5.5% |
| 3M | -2.4% | -6.0% | +3.7% | -1.5% |
| 6M | +1.4% | -3.5% | +5.0% | +1.7% |
| YTD | +21.4% | +3.9% | +17.5% | +19.6% |
| 1Y | +20.3% | +5.1% | +15.2% | +18.2% |
| 3Y | +57.4% | +77.9% | -20.5% | +32.8% |
| 5Y | +21.9% | +62.4% | -40.5% | +4.4% |
| All | +72.6% | +398.3% | -325.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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