-13.0%
ADSK vs VG
-51.4%
+38.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | +4.9% | -22.0% | +26.9% | +5.7% |
| 30D | +11.3% | -11.6% | +23.0% | +11.6% |
| 3M | +7.9% | -14.9% | +22.8% | +8.2% |
| 6M | +7.7% | -3.5% | +11.2% | +6.7% |
| YTD | -11.6% | +70.0% | -81.6% | -16.9% |
| 1Y | -11.2% | +50.0% | -61.2% | -16.0% |
| All | -13.0% | -51.4% | +38.4% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling