+5.1%
VUG vs M
+24.3%
-19.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | +2.5% | +7.0% | -4.5% | +1.7% |
| 30D | -6.3% | +8.9% | -15.2% | -7.1% |
| 3M | -6.0% | +4.5% | -10.5% | -6.5% |
| 6M | -3.5% | +36.2% | -39.7% | -6.9% |
| YTD | +3.9% | +15.1% | -11.2% | +1.1% |
| 1Y | +5.1% | +27.4% | -22.3% | +0.4% |
| All | +5.1% | +24.3% | -19.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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