+1,238.7%
VUG vs AZO
+3,340.9%
-2,102.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | -1.7% | -5.1% | +3.4% | 0.0% |
| 3M | +2.8% | -7.2% | +10.0% | +4.9% |
| 6M | +13.6% | -20.7% | +34.3% | +21.8% |
| YTD | +8.1% | -14.2% | +22.2% | +12.2% |
| 1Y | +13.1% | -32.2% | +45.2% | +27.0% |
| 3Y | +87.0% | +11.1% | +75.8% | +72.1% |
| 5Y | +76.0% | +87.6% | -11.6% | +30.9% |
| 10Y | +420.5% | +302.9% | +117.5% | +177.2% |
| All | +1,238.7% | +3,340.9% | -2,102.2% | +209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling