+649.0%
VUG vs ALM
+7,705.7%
-7,056.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -0.1% | -2.6% | +2.5% | -0.1% |
| 30D | -0.3% | +32.0% | -32.3% | -0.4% |
| 3M | -0.7% | -15.0% | +14.4% | -0.7% |
| 6M | +14.6% | -10.1% | +24.8% | +14.6% |
| YTD | +9.0% | +99.4% | -90.4% | +8.8% |
| 1Y | +14.9% | +316.4% | -301.5% | +14.4% |
| 3Y | +86.0% | +2,022.0% | -1,935.9% | +84.5% |
| 5Y | +76.7% | +941.2% | -864.5% | +75.3% |
| 10Y | +411.3% | +2,950.3% | -2,539.0% | +405.9% |
| All | +649.0% | +7,705.7% | -7,056.7% | +635.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling