+249.6%
ALAB vs VUG
+49.4%
+200.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.8% | +10.9% | +6.9% |
| 7D | -5.6% | +0.5% | -6.1% | -4.8% |
| 30D | -36.6% | -8.2% | -28.5% | -19.2% |
| 3M | -35.1% | -5.4% | -29.7% | -21.8% |
| 6M | +8.5% | -2.5% | +11.1% | +27.0% |
| YTD | +30.4% | +4.2% | +26.2% | +33.5% |
| 1Y | +31.0% | +5.0% | +26.0% | +33.2% |
| All | +249.6% | +49.4% | +200.3% | +83.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling