+407.5%
VUG vs ALL
+376.2%
+31.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.8% |
| 7D | +4.4% | 0.0% | +4.4% | +4.3% |
| 30D | -7.3% | +12.8% | -20.2% | -10.9% |
| 3M | -4.2% | +4.7% | -8.9% | -6.0% |
| 6M | -1.6% | +24.9% | -26.5% | -9.6% |
| YTD | +4.9% | +30.0% | -25.1% | -5.5% |
| 1Y | +3.8% | +29.9% | -26.1% | -6.6% |
| 3Y | +79.4% | +117.5% | -38.1% | +28.5% |
| 5Y | +63.9% | +161.7% | -97.8% | +4.7% |
| All | +407.5% | +376.2% | +31.3% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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