+1,238.7%
VUG vs ADSK
+1,516.9%
-278.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.4% |
| 7D | +0.1% | -14.5% | +14.6% | +5.4% |
| 30D | -1.7% | -19.3% | +17.6% | +5.4% |
| 3M | +2.8% | -7.8% | +10.6% | +4.3% |
| 6M | +13.6% | -20.8% | +34.4% | +20.7% |
| YTD | +8.1% | -30.2% | +38.3% | +19.4% |
| 1Y | +13.1% | -36.5% | +49.5% | +29.1% |
| 3Y | +87.0% | -5.7% | +92.7% | +83.1% |
| 5Y | +76.0% | -28.2% | +104.1% | +84.1% |
| 10Y | +420.5% | +209.1% | +211.4% | +225.9% |
| All | +1,238.7% | +1,516.9% | -278.2% | +400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling