-31.3%
ADSK vs VG
-35.7%
+4.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -2.8% |
| 7D | -14.5% | +3.8% | -18.3% | -14.7% |
| 30D | -19.3% | +7.2% | -26.5% | -19.6% |
| 3M | -7.8% | +22.8% | -30.6% | -9.2% |
| 6M | -20.8% | +33.2% | -54.0% | -23.1% |
| YTD | -30.2% | +124.8% | -155.0% | -35.0% |
| 1Y | -36.5% | +15.8% | -52.3% | -37.9% |
| All | -31.3% | -35.7% | +4.4% | -36.5% |
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