+1,144.5%
VUG vs RF
+96.3%
+1,048.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.1% | -3.3% | -5.1% |
| 7D | -7.1% | -1.6% | -5.5% | -6.8% |
| 30D | -12.1% | +5.0% | -17.1% | -13.0% |
| 3M | -8.1% | -10.0% | +1.8% | -6.3% |
| 6M | -3.2% | +3.3% | -6.5% | -4.0% |
| YTD | +0.5% | +7.9% | -7.5% | -1.4% |
| 1Y | -0.7% | +21.2% | -21.9% | -4.7% |
| 3Y | +77.1% | +105.8% | -28.7% | +52.2% |
| 5Y | +56.2% | +43.7% | +12.4% | +42.0% |
| 10Y | +394.1% | +289.4% | +104.6% | +258.7% |
| All | +1,144.5% | +96.3% | +1,048.2% | +794.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling