+70.6%
VZ vs VUG
+390.7%
-320.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | +2.4% | -1.2% | +3.6% | +2.5% |
| 30D | +11.2% | -8.9% | +20.1% | +12.9% |
| 3M | 0.0% | -5.9% | +5.9% | +0.9% |
| 6M | +1.3% | -3.3% | +4.6% | +1.5% |
| YTD | +21.3% | +3.4% | +17.8% | +19.6% |
| 1Y | +23.9% | +1.9% | +22.0% | +22.6% |
| 3Y | +57.7% | +76.9% | -19.2% | +33.2% |
| 5Y | +21.2% | +63.9% | -42.7% | +3.4% |
| 10Y | +70.6% | +396.2% | -325.6% | -10.2% |
| All | +70.6% | +390.7% | -320.1% | -10.2% |
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