+5.2%
VUG vs AZO
-7.5%
+12.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +1.5% |
| 7D | -3.0% | +5.3% | -8.4% | -3.0% |
| 30D | -6.4% | +18.4% | -24.9% | -6.6% |
| 3M | -3.2% | +9.8% | -13.0% | -3.2% |
| 6M | +3.1% | -4.5% | +7.6% | +4.3% |
| YTD | +6.3% | -1.9% | +8.2% | +7.0% |
| 1Y | +5.2% | -9.5% | +14.7% | +5.9% |
| All | +5.2% | -7.5% | +12.7% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling