+1,155.8%
VUG vs ALL
+884.8%
+271.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +2.5% |
| 7D | -3.4% | -1.9% | -1.5% | -2.8% |
| 30D | -11.1% | +13.8% | -24.9% | -15.4% |
| 3M | -7.2% | -7.0% | -0.3% | -5.4% |
| 6M | -4.1% | +18.0% | -22.2% | -11.1% |
| YTD | +1.4% | +24.2% | -22.8% | -8.2% |
| 1Y | +1.9% | +31.2% | -29.3% | -9.8% |
| 3Y | +77.7% | +107.5% | -29.8% | +28.7% |
| 5Y | +57.6% | +144.8% | -87.2% | +4.1% |
| 10Y | +398.6% | +375.8% | +22.8% | +147.2% |
| All | +1,155.8% | +884.8% | +271.0% | +330.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling