+374.3%
VZ vs VUG
+1,251.8%
-877.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +7.9% | -0.3% | +8.2% | +8.0% |
| 3M | +13.6% | -0.7% | +14.3% | +13.4% |
| 6M | +1.1% | +14.6% | -13.5% | -5.7% |
| YTD | +29.3% | +9.0% | +20.3% | +23.1% |
| 1Y | +21.2% | +14.9% | +6.4% | +12.3% |
| 3Y | +75.9% | +86.0% | -10.1% | +24.6% |
| 5Y | +24.1% | +76.7% | -52.6% | -12.6% |
| 10Y | +62.4% | +411.3% | -348.9% | -45.1% |
| All | +374.3% | +1,251.8% | -877.5% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling