+54.7%
VUG vs AS
+134.9%
-80.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -3.4% | +6.9% | -10.3% | -4.6% |
| 30D | -11.1% | +16.0% | -27.1% | -13.6% |
| 3M | -7.2% | -12.8% | +5.6% | -5.0% |
| 6M | -4.1% | -15.4% | +11.2% | -1.5% |
| YTD | +1.4% | -15.7% | +17.1% | +3.6% |
| 1Y | +1.9% | +6.1% | -4.2% | -0.4% |
| All | +54.7% | +134.9% | -80.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling