+384.5%
ALAB vs VUG
+54.9%
+329.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +5.2% |
| 7D | +9.6% | +0.1% | +9.5% | +9.3% |
| 30D | -5.3% | -1.7% | -3.6% | -1.3% |
| 3M | -12.0% | +2.8% | -14.9% | -14.2% |
| 6M | +145.7% | +13.6% | +132.1% | +94.7% |
| YTD | +80.7% | +8.1% | +72.6% | +61.1% |
| 1Y | +40.1% | +13.1% | +27.0% | +15.7% |
| All | +384.5% | +54.9% | +329.6% | +121.4% |
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