+62.5%
VUG vs M
-3.3%
+65.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +2.5% | +7.0% | -4.5% | +1.1% |
| 30D | -6.3% | +8.9% | -15.2% | -8.0% |
| 3M | -6.0% | +4.5% | -10.5% | -7.2% |
| 6M | -3.5% | +36.2% | -39.7% | -10.0% |
| YTD | +3.9% | +15.1% | -11.2% | -0.3% |
| 1Y | +5.1% | +27.4% | -22.3% | -1.5% |
| 3Y | +77.9% | +160.1% | -82.3% | +34.8% |
| All | +62.5% | -3.3% | +65.8% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling