-29.5%
ADSK vs VG
-38.0%
+8.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.8% | -2.7% |
| 7D | -14.3% | -2.5% | -11.8% | -14.2% |
| 30D | -14.8% | +11.1% | -25.9% | -15.3% |
| 3M | -5.7% | +14.9% | -20.6% | -6.8% |
| 6M | -18.7% | +18.4% | -37.0% | -20.5% |
| YTD | -28.3% | +116.6% | -144.9% | -33.1% |
| 1Y | -35.1% | +9.4% | -44.4% | -36.3% |
| All | -29.5% | -38.0% | +8.6% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling