+57.3%
VUG vs ALM
+396.4%
-339.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.8% |
| 7D | -3.4% | -6.7% | +3.3% | -3.1% |
| 30D | -11.1% | -32.9% | +21.8% | -9.6% |
| 3M | -7.2% | -39.5% | +32.2% | -5.5% |
| 6M | -4.1% | -62.0% | +57.8% | -0.9% |
| YTD | +1.4% | -7.8% | +9.2% | +1.3% |
| 1Y | +1.9% | +26.7% | -24.8% | +0.6% |
| 3Y | +77.7% | +825.4% | -747.6% | +63.2% |
| All | +57.3% | +396.4% | -339.1% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling