+207.4%
ALAB vs VUG
+45.3%
+162.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +4.0% |
| 7D | -26.3% | -3.4% | -22.9% | -18.3% |
| 30D | -50.1% | -11.1% | -39.0% | -31.5% |
| 3M | -42.5% | -7.2% | -35.2% | -27.7% |
| 6M | -10.8% | -4.1% | -6.7% | +8.3% |
| YTD | +14.6% | +1.4% | +13.3% | +24.9% |
| 1Y | +17.1% | +1.9% | +15.2% | +27.4% |
| All | +207.4% | +45.3% | +162.1% | +71.6% |
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