+641.0%
AZN vs VUG
+1,240.0%
-599.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | -2.9% | +0.1% | -3.0% | -2.9% |
| 30D | -3.1% | -1.7% | -1.4% | -2.2% |
| 3M | -14.4% | +2.8% | -17.3% | -16.2% |
| 6M | -19.5% | +13.6% | -33.1% | -25.7% |
| YTD | -13.8% | +8.1% | -21.8% | -18.2% |
| 1Y | -2.4% | +13.1% | -15.4% | -10.0% |
| 3Y | +21.3% | +87.0% | -65.7% | -19.0% |
| 5Y | +53.6% | +76.0% | -22.3% | +2.8% |
| 10Y | +220.1% | +420.5% | -200.3% | -4.2% |
| All | +641.0% | +1,240.0% | -599.1% | +9.6% |
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