+20.2%
VZ vs VUG
+57.0%
-36.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +2.1% | -3.4% | +5.5% | +2.2% |
| 30D | +1.4% | -11.1% | +12.5% | +1.7% |
| 3M | -1.3% | -7.2% | +6.0% | -1.1% |
| 6M | -0.5% | -4.1% | +3.6% | -0.5% |
| YTD | +19.6% | +1.4% | +18.3% | +19.2% |
| 1Y | +22.4% | +1.9% | +20.5% | +21.8% |
| 3Y | +55.9% | +77.7% | -21.9% | +41.4% |
| All | +20.2% | +57.0% | -36.8% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling