+1,155.8%
VUG vs M
+96.0%
+1,059.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.5% | +1.8% |
| 7D | -3.4% | -4.3% | +0.9% | -2.6% |
| 30D | -11.1% | +1.3% | -12.4% | -11.5% |
| 3M | -7.2% | -7.4% | +0.1% | -6.2% |
| 6M | -4.1% | +18.3% | -22.5% | -8.2% |
| YTD | +1.4% | +7.6% | -6.2% | -1.5% |
| 1Y | +1.9% | +17.4% | -15.5% | -2.9% |
| 3Y | +77.7% | +108.4% | -30.6% | +43.8% |
| 5Y | +57.6% | -10.6% | +68.2% | +44.2% |
| 10Y | +398.6% | -3.2% | +401.7% | +281.1% |
| All | +1,155.8% | +96.0% | +1,059.8% | +522.6% |
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