+596.6%
VUG vs ALM
+3,507.4%
-2,910.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.9% |
| 7D | -3.4% | -6.7% | +3.3% | -3.4% |
| 30D | -11.1% | -32.9% | +21.8% | -11.0% |
| 3M | -7.2% | -39.5% | +32.2% | -7.1% |
| 6M | -4.1% | -62.0% | +57.8% | -3.9% |
| YTD | +1.4% | -7.8% | +9.2% | +1.4% |
| 1Y | +1.9% | +26.7% | -24.8% | +1.8% |
| 3Y | +77.7% | +825.4% | -747.6% | +76.7% |
| 5Y | +57.6% | +401.2% | -343.6% | +56.7% |
| 10Y | +398.6% | +2,074.0% | -1,675.5% | +394.2% |
| All | +596.6% | +3,507.4% | -2,910.9% | +585.1% |
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