+65.5%
VZ vs VUG
+405.9%
-340.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | +0.3% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +10.6% | -8.2% | +18.8% | +12.2% |
| 3M | -0.6% | -5.4% | +4.8% | +0.2% |
| 6M | +0.7% | -2.5% | +3.3% | +0.8% |
| YTD | +20.6% | +4.2% | +16.4% | +18.8% |
| 1Y | +22.7% | +5.0% | +17.7% | +20.6% |
| 3Y | +57.2% | +81.7% | -24.5% | +31.8% |
| 5Y | +21.4% | +62.5% | -41.1% | +3.9% |
| 10Y | +65.5% | +396.3% | -330.8% | -14.6% |
| All | +65.5% | +405.9% | -340.4% | -14.6% |
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