+1,202.4%
VUG vs MAR
+2,435.3%
-1,232.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -1.1% | +1.0% | -2.1% | -1.4% |
| 30D | -7.0% | +16.2% | -23.2% | -12.3% |
| 3M | -3.7% | +23.1% | -26.8% | -11.3% |
| 6M | -1.6% | +22.0% | -23.6% | -9.5% |
| YTD | +5.1% | +39.2% | -34.0% | -8.6% |
| 1Y | +3.8% | +48.3% | -44.5% | -12.2% |
| 3Y | +79.9% | +123.4% | -43.5% | +28.7% |
| 5Y | +66.4% | +185.4% | -119.0% | +7.1% |
| 10Y | +405.3% | +539.2% | -133.9% | +114.2% |
| All | +1,202.4% | +2,435.3% | -1,232.9% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling