+76.3%
VUG vs MAR
+155.0%
-78.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.6% |
| 7D | +0.9% | -1.7% | +2.6% | +1.6% |
| 30D | -1.4% | -6.9% | +5.5% | +1.7% |
| 3M | +2.3% | -15.8% | +18.2% | +10.0% |
| 6M | +15.7% | +1.9% | +13.7% | +13.1% |
| YTD | +8.6% | +6.6% | +2.0% | +3.3% |
| 1Y | +14.1% | +23.7% | -9.6% | +0.1% |
| 3Y | +87.9% | +64.6% | +23.3% | +40.2% |
| 5Y | +76.3% | +156.4% | -80.0% | +7.5% |
| All | +76.3% | +155.0% | -78.7% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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