+1,245.4%
VUG vs AU
+255.5%
+989.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.3% |
| 7D | +0.9% | -0.3% | +1.1% | +0.9% |
| 30D | -1.4% | +12.8% | -14.2% | -2.7% |
| 3M | +2.3% | +28.5% | -26.1% | -0.4% |
| 6M | +15.7% | +4.8% | +10.9% | +14.3% |
| YTD | +8.6% | +31.0% | -22.3% | +4.7% |
| 1Y | +14.1% | +81.4% | -67.4% | +6.3% |
| 3Y | +87.9% | +618.4% | -530.5% | +50.7% |
| 5Y | +76.3% | +686.3% | -610.0% | +37.7% |
| 10Y | +409.7% | +664.5% | -254.9% | +277.8% |
| All | +1,245.4% | +255.5% | +989.9% | +823.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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