+604.5%
VUG vs AR
-27.2%
+631.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.1% | +2.5% | -2.6% | -0.3% |
| 30D | -0.3% | +14.8% | -15.1% | -1.6% |
| 3M | -0.7% | +6.2% | -6.9% | -1.4% |
| 6M | +14.6% | +4.3% | +10.3% | +13.8% |
| YTD | +9.0% | +14.4% | -5.3% | +7.1% |
| 1Y | +14.9% | +21.3% | -6.5% | +12.0% |
| 3Y | +86.0% | +39.8% | +46.2% | +77.4% |
| 5Y | +76.7% | +142.1% | -65.4% | +59.1% |
| 10Y | +411.3% | +52.0% | +359.3% | +351.1% |
| All | +604.5% | -27.2% | +631.7% | +562.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling