+982.3%
VUG vs AG
+312.9%
+669.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.7% | -1.9% | +2.4% |
| 7D | +0.5% | +10.8% | -10.3% | -0.4% |
| 30D | -8.2% | -8.2% | 0.0% | -7.6% |
| 3M | -5.4% | -13.7% | +8.2% | -4.5% |
| 6M | -2.5% | -27.3% | +24.7% | -0.6% |
| YTD | +4.2% | -4.6% | +8.8% | +2.8% |
| 1Y | +5.0% | +39.4% | -34.3% | +0.1% |
| 3Y | +81.7% | +244.1% | -162.4% | +55.7% |
| 5Y | +62.5% | +16.8% | +45.7% | +48.8% |
| 10Y | +396.3% | +71.7% | +324.6% | +311.4% |
| All | +982.3% | +312.9% | +669.4% | +505.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling