+555.1%
VUG vs AR
-33.4%
+588.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | -3.4% | -14.3% | +10.9% | -2.1% |
| 30D | -11.1% | +1.4% | -12.5% | -11.3% |
| 3M | -7.2% | +3.4% | -10.6% | -7.7% |
| 6M | -4.1% | -2.1% | -2.1% | -4.3% |
| YTD | +1.4% | +4.7% | -3.3% | +0.2% |
| 1Y | +1.9% | +10.6% | -8.7% | +0.1% |
| 3Y | +77.7% | +24.6% | +53.2% | +71.2% |
| 5Y | +57.6% | +71.9% | -14.3% | +45.7% |
| 10Y | +398.6% | +46.4% | +352.2% | +340.8% |
| All | +555.1% | -33.4% | +588.5% | +520.4% |
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 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