+409.7%
VUG vs ALL
+355.7%
+54.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | +0.9% | -1.7% | +2.6% | +1.4% |
| 30D | -1.4% | -4.7% | +3.2% | 0.0% |
| 3M | +2.3% | +18.4% | -16.0% | -3.9% |
| 6M | +15.7% | +20.5% | -4.8% | +7.6% |
| YTD | +8.6% | +23.5% | -14.9% | -0.3% |
| 1Y | +14.1% | +29.0% | -14.9% | +2.7% |
| 3Y | +87.9% | +153.7% | -65.8% | +25.6% |
| 5Y | +76.3% | +114.8% | -38.5% | +23.1% |
| 10Y | +409.7% | +356.1% | +53.5% | +157.2% |
| All | +409.7% | +355.7% | +54.0% | +157.2% |
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