+1,250.4%
VUG vs ALL
+903.2%
+347.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | 0.0% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -0.3% | -1.5% | +1.2% | +0.1% |
| 3M | -0.7% | +23.6% | -24.3% | -8.9% |
| 6M | +14.6% | +22.3% | -7.7% | +5.3% |
| YTD | +9.0% | +26.5% | -17.5% | -1.5% |
| 1Y | +14.9% | +27.0% | -12.1% | +3.2% |
| 3Y | +86.0% | +149.6% | -63.5% | +25.7% |
| 5Y | +76.7% | +118.1% | -41.4% | +22.7% |
| 10Y | +411.3% | +369.0% | +42.3% | +156.2% |
| All | +1,250.4% | +903.2% | +347.3% | +362.1% |
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