+57.3%
VUG vs RF
+42.5%
+14.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.4% | -0.9% | -2.5% | -3.1% |
| 30D | -11.1% | +6.0% | -17.1% | -12.9% |
| 3M | -7.2% | -8.9% | +1.6% | -4.4% |
| 6M | -4.1% | +2.3% | -6.5% | -5.3% |
| YTD | +1.4% | +7.6% | -6.2% | -2.0% |
| 1Y | +1.9% | +21.2% | -19.3% | -5.7% |
| 3Y | +77.7% | +108.5% | -30.8% | +32.4% |
| All | +57.3% | +42.5% | +14.8% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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