+402.8%
VUG vs A
+302.9%
+100.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.2% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | -6.3% | 0.0% | -6.3% | -6.3% |
| 3M | -6.0% | +16.7% | -22.7% | -12.9% |
| 6M | -3.5% | +54.8% | -58.4% | -22.8% |
| YTD | +3.9% | +28.8% | -24.9% | -9.6% |
| 1Y | +5.1% | +19.3% | -14.2% | -5.2% |
| 3Y | +77.9% | +65.5% | +12.3% | +28.6% |
| 5Y | +62.4% | +12.1% | +50.3% | +42.9% |
| All | +402.8% | +302.9% | +100.0% | +137.0% |
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