+402.8%
VUG vs ALM
+2,100.8%
-1,698.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.7% | -8.7% | -1.2% |
| 7D | +2.5% | +1.2% | +1.3% | +2.4% |
| 30D | -6.3% | -19.3% | +13.1% | -5.7% |
| 3M | -6.0% | -40.6% | +34.6% | -4.7% |
| 6M | -3.5% | -57.9% | +54.4% | -1.5% |
| YTD | +3.9% | -6.7% | +10.6% | +3.7% |
| 1Y | +5.1% | +20.2% | -15.1% | +4.1% |
| 3Y | +77.9% | +879.4% | -801.6% | +65.8% |
| 5Y | +62.4% | +415.3% | -352.9% | +52.2% |
| All | +402.8% | +2,100.8% | -1,698.0% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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