+57.3%
VUG vs AG
+12.9%
+44.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.7% |
| 7D | -3.4% | +6.3% | -9.7% | -4.1% |
| 30D | -11.1% | -8.9% | -2.1% | -10.2% |
| 3M | -7.2% | -12.2% | +5.0% | -6.3% |
| 6M | -4.1% | -28.3% | +24.2% | -1.5% |
| YTD | +1.4% | -8.8% | +10.2% | 0.0% |
| 1Y | +1.9% | +39.4% | -37.4% | -4.6% |
| 3Y | +77.7% | +229.4% | -151.7% | +42.7% |
| All | +57.3% | +12.9% | +44.4% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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