-13.5%
ADSK vs VG
-49.4%
+35.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | +3.1% | -7.7% | +10.8% | +3.3% |
| 30D | +10.5% | -8.8% | +19.3% | +10.7% |
| 3M | +1.6% | -15.6% | +17.2% | +2.0% |
| 6M | +6.4% | +5.2% | +1.2% | +5.0% |
| YTD | -12.1% | +76.9% | -89.0% | -17.5% |
| 1Y | -12.9% | +42.5% | -55.4% | -17.0% |
| All | -13.5% | -49.4% | +35.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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