+409.7%
VUG vs ALM
+3,219.4%
-2,809.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.2% | -0.6% |
| 7D | +0.9% | +8.4% | -7.6% | +0.6% |
| 30D | -1.4% | +34.8% | -36.3% | -2.4% |
| 3M | +2.3% | +16.2% | -13.9% | +1.6% |
| 6M | +15.7% | +2.1% | +13.5% | +14.9% |
| YTD | +8.6% | +117.0% | -108.4% | +5.7% |
| 1Y | +14.1% | +313.9% | -299.8% | +9.0% |
| 3Y | +87.9% | +2,327.9% | -2,240.0% | +70.3% |
| 5Y | +76.3% | +1,040.6% | -964.3% | +61.5% |
| 10Y | +409.7% | +3,219.4% | -2,809.8% | +351.2% |
| All | +409.7% | +3,219.4% | -2,809.8% | +351.2% |
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