+95.5%
AGG vs VUG
+1,246.8%
-1,151.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.1% | +0.9% | -0.7% | +0.1% |
| 30D | -0.4% | -1.4% | +1.1% | -0.4% |
| 3M | -0.3% | +2.3% | -2.6% | -0.3% |
| 6M | -1.2% | +15.7% | -16.9% | -1.3% |
| YTD | -0.4% | +8.6% | -9.0% | -0.4% |
| 1Y | +0.4% | +14.1% | -13.7% | +0.3% |
| 3Y | +13.4% | +87.9% | -74.5% | +13.2% |
| 5Y | -1.4% | +76.3% | -77.7% | -1.9% |
| 10Y | +14.8% | +409.7% | -394.8% | +17.3% |
| All | +95.5% | +1,246.8% | -1,151.3% | +103.5% |
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