+1,250.4%
VUG vs M
+94.1%
+1,156.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.0% |
| 7D | -0.1% | +4.7% | -4.8% | -1.0% |
| 30D | -0.3% | -9.6% | +9.3% | +1.6% |
| 3M | -0.7% | +0.9% | -1.5% | -1.3% |
| 6M | +14.6% | +22.3% | -7.6% | +9.3% |
| YTD | +9.0% | +6.5% | +2.5% | +6.4% |
| 1Y | +14.9% | +38.8% | -23.9% | +5.9% |
| 3Y | +86.0% | +115.9% | -29.9% | +49.6% |
| 5Y | +76.7% | +28.6% | +48.1% | +49.7% |
| 10Y | +411.3% | -2.5% | +413.8% | +290.5% |
| All | +1,250.4% | +94.1% | +1,156.3% | +572.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling