+76.0%
VUG vs AKAM
-2.4%
+78.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.6% |
| 7D | +0.1% | +5.4% | -5.3% | -1.2% |
| 30D | -1.7% | -5.9% | +4.2% | -0.5% |
| 3M | +2.8% | -19.6% | +22.5% | +7.6% |
| 6M | +13.6% | +8.5% | +5.1% | +7.2% |
| YTD | +8.1% | +26.9% | -18.9% | -4.7% |
| 1Y | +13.1% | +41.7% | -28.6% | -4.7% |
| 3Y | +87.0% | +5.8% | +81.2% | +67.5% |
| 5Y | +76.0% | -2.3% | +78.3% | +65.1% |
| All | +76.0% | -2.4% | +78.4% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling