+396.2%
VUG vs ALL
+372.0%
+24.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.6% | -1.6% |
| 7D | -1.2% | -0.1% | -1.0% | -1.2% |
| 30D | -8.9% | +13.8% | -22.7% | -12.6% |
| 3M | -5.9% | -2.8% | -3.1% | -5.5% |
| 6M | -3.3% | +23.7% | -26.9% | -10.9% |
| YTD | +3.4% | +27.3% | -23.9% | -6.2% |
| 1Y | +1.9% | +30.5% | -28.7% | -8.6% |
| 3Y | +76.9% | +113.0% | -36.1% | +27.5% |
| 5Y | +63.9% | +157.6% | -93.7% | +5.2% |
| 10Y | +396.2% | +368.4% | +27.8% | +159.5% |
| All | +396.2% | +372.0% | +24.2% | +159.5% |
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