+65.5%
VZ vs VUG
+391.5%
-326.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +2.1% | -3.4% | +5.5% | +2.7% |
| 30D | +1.4% | -11.1% | +12.5% | +3.4% |
| 3M | -1.3% | -7.2% | +6.0% | -0.1% |
| 6M | -0.5% | -4.1% | +3.6% | -0.2% |
| YTD | +19.6% | +1.4% | +18.3% | +18.4% |
| 1Y | +22.4% | +1.9% | +20.5% | +20.9% |
| 3Y | +55.9% | +77.7% | -21.9% | +31.1% |
| 5Y | +20.4% | +57.6% | -37.2% | +3.7% |
| All | +65.5% | +391.5% | -326.0% | -15.1% |
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