+57.3%
VUG vs AR
+71.8%
-14.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -3.4% | -14.3% | +10.9% | -1.4% |
| 30D | -11.1% | +1.4% | -12.5% | -11.4% |
| 3M | -7.2% | +3.4% | -10.6% | -8.0% |
| 6M | -4.1% | -2.1% | -2.1% | -4.4% |
| YTD | +1.4% | +4.7% | -3.3% | -0.6% |
| 1Y | +1.9% | +10.6% | -8.7% | -1.2% |
| 3Y | +77.7% | +24.6% | +53.2% | +66.7% |
| All | +57.3% | +71.8% | -14.5% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling