+396.2%
VUG vs A
+312.5%
+83.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.2% |
| 7D | -1.2% | +1.4% | -2.6% | -1.8% |
| 30D | -8.9% | +4.3% | -13.2% | -10.6% |
| 3M | -5.9% | +19.8% | -25.7% | -13.8% |
| 6M | -3.3% | +54.4% | -57.6% | -22.4% |
| YTD | +3.4% | +31.7% | -28.3% | -10.9% |
| 1Y | +1.9% | +22.4% | -20.6% | -9.2% |
| 3Y | +76.9% | +67.7% | +9.2% | +27.4% |
| 5Y | +63.9% | +15.7% | +48.1% | +42.0% |
| 10Y | +396.2% | +308.7% | +87.5% | +133.6% |
| All | +396.2% | +312.5% | +83.7% | +133.6% |
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