+396.3%
VUG vs ALM
+2,221.4%
-1,825.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.3% | +2.5% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | -8.2% | -26.1% | +17.9% | -7.3% |
| 3M | -5.4% | -38.1% | +32.7% | -4.2% |
| 6M | -2.5% | -55.4% | +52.9% | -0.7% |
| YTD | +4.2% | -0.4% | +4.6% | +3.7% |
| 1Y | +5.0% | +25.4% | -20.3% | +3.8% |
| 3Y | +81.7% | +907.8% | -826.0% | +69.1% |
| 5Y | +62.5% | +440.2% | -377.6% | +52.1% |
| 10Y | +396.3% | +2,031.1% | -1,634.8% | +348.4% |
| All | +396.3% | +2,221.4% | -1,825.1% | +348.4% |
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