-34.5%
RBLX vs VUG
+114.2%
-148.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | 0.0% |
| 7D | +5.1% | -0.5% | +5.5% | +5.8% |
| 30D | +28.0% | -1.0% | +29.0% | +29.8% |
| 3M | +4.6% | +3.5% | +1.1% | -1.1% |
| 6M | -24.7% | +14.2% | -38.8% | -39.2% |
| YTD | -43.8% | +8.5% | -52.3% | -50.6% |
| 1Y | -65.8% | +12.9% | -78.7% | -71.7% |
| 3Y | +59.4% | +85.6% | -26.3% | -46.1% |
| 5Y | -48.2% | +78.1% | -126.4% | -78.2% |
| All | -34.5% | +114.2% | -148.7% | -83.1% |
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