+62.5%
VUG vs ALL
+161.6%
-99.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +2.5% | +5.0% | -2.5% | +1.8% |
| 30D | -6.3% | +13.3% | -19.6% | -8.0% |
| 3M | -6.0% | +3.2% | -9.2% | -6.5% |
| 6M | -3.5% | +25.3% | -28.9% | -7.6% |
| YTD | +3.9% | +30.5% | -26.5% | -1.5% |
| 1Y | +5.1% | +29.2% | -24.1% | -0.2% |
| 3Y | +77.9% | +119.1% | -41.2% | +46.3% |
| All | +62.5% | +161.6% | -99.1% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling