+71.6%
VZ vs VUG
+405.4%
-333.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.3% |
| 7D | +0.9% | -1.1% | +2.0% | +1.1% |
| 30D | +8.9% | -7.0% | +15.9% | +10.2% |
| 3M | +0.1% | -3.7% | +3.8% | +0.6% |
| 6M | +1.9% | -1.6% | +3.5% | +1.8% |
| YTD | +22.0% | +5.1% | +16.9% | +20.0% |
| 1Y | +22.1% | +3.8% | +18.4% | +20.4% |
| 3Y | +58.7% | +79.9% | -21.2% | +33.6% |
| 5Y | +22.3% | +66.4% | -44.1% | +4.1% |
| 10Y | +71.6% | +405.3% | -333.6% | -9.9% |
| All | +71.6% | +405.4% | -333.7% | -9.9% |
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