+409.6%
VUG vs AKAM
+104.5%
+305.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +0.3% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -1.6% | -8.2% | +6.6% | +0.5% |
| 3M | +4.4% | -17.6% | +22.0% | +9.1% |
| 6M | +13.2% | +2.5% | +10.7% | +8.0% |
| YTD | +7.5% | +22.8% | -15.3% | -4.6% |
| 1Y | +12.5% | +39.6% | -27.1% | -5.1% |
| 3Y | +86.0% | +2.3% | +83.6% | +68.1% |
| 5Y | +76.5% | -4.3% | +80.8% | +61.0% |
| All | +409.6% | +104.5% | +305.1% | +283.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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