+57.3%
VUG vs ALL
+143.1%
-85.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.5% |
| 7D | -3.4% | -1.9% | -1.5% | -3.2% |
| 30D | -11.1% | +13.8% | -24.9% | -12.8% |
| 3M | -7.2% | -7.0% | -0.3% | -6.4% |
| 6M | -4.1% | +18.0% | -22.2% | -7.4% |
| YTD | +1.4% | +24.2% | -22.8% | -3.3% |
| 1Y | +1.9% | +31.2% | -29.3% | -4.0% |
| 3Y | +77.7% | +107.5% | -29.8% | +47.3% |
| All | +57.3% | +143.1% | -85.7% | +26.3% |
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