+1,250.4%
VUG vs AKAM
+716.9%
+533.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.1% | -2.1% | +2.0% | +0.4% |
| 30D | -0.3% | -13.9% | +13.6% | +2.8% |
| 3M | -0.7% | -33.8% | +33.1% | +8.3% |
| 6M | +14.6% | +2.2% | +12.5% | +10.9% |
| YTD | +9.0% | +20.6% | -11.6% | +0.5% |
| 1Y | +14.9% | +36.3% | -21.4% | +2.4% |
| 3Y | +86.0% | -0.1% | +86.2% | +74.8% |
| 5Y | +76.7% | -7.5% | +84.2% | +68.1% |
| 10Y | +411.3% | +90.2% | +321.1% | +305.7% |
| All | +1,250.4% | +716.9% | +533.5% | +615.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling