-0.1%
VUG vs AR
+5.2%
-5.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.8% |
| 7D | -3.4% | -14.3% | +10.9% | -4.6% |
| 30D | -11.1% | +1.4% | -12.5% | -10.9% |
| 3M | -7.2% | +3.4% | -10.6% | -6.8% |
| 6M | -4.1% | -2.1% | -2.1% | -3.8% |
| YTD | +1.4% | +4.7% | -3.3% | +0.6% |
| All | -0.1% | +5.2% | -5.3% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling