+420.5%
VUG vs A
+236.6%
+183.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.2% |
| 7D | +0.1% | -4.4% | +4.5% | +2.1% |
| 30D | -1.7% | -2.7% | +1.0% | -0.6% |
| 3M | +2.8% | +7.0% | -4.2% | -1.0% |
| 6M | +13.6% | +24.6% | -11.0% | +0.5% |
| YTD | +8.1% | +7.0% | +1.1% | +2.7% |
| 1Y | +13.1% | +15.6% | -2.5% | +2.7% |
| 3Y | +87.0% | +29.9% | +57.0% | +52.1% |
| 5Y | +76.0% | -15.4% | +91.3% | +78.1% |
| 10Y | +420.5% | +248.9% | +171.6% | +162.2% |
| All | +420.5% | +236.6% | +183.9% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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