+78.5%
VUG vs ADSK
-25.3%
+103.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | -0.5% | -2.5% | +2.0% | +0.5% |
| 30D | -1.0% | -14.9% | +13.9% | +5.1% |
| 3M | +3.5% | +3.3% | +0.2% | +0.4% |
| 6M | +14.2% | -15.7% | +29.8% | +19.7% |
| YTD | +8.5% | -28.2% | +36.7% | +21.7% |
| 1Y | +12.9% | -34.5% | +47.4% | +32.0% |
| 3Y | +85.6% | -2.9% | +88.5% | +75.1% |
| All | +78.5% | -25.3% | +103.9% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 5y: compounded portfolio wealth divided by compounded ADSK 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…
5y analysis · Full analysis span regression · 6 months rolling