+1,250.4%
VUG vs RF
+110.1%
+1,140.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | +1.3% | -1.4% | -0.4% |
| 30D | -0.3% | -3.6% | +3.3% | +0.4% |
| 3M | -0.7% | +8.1% | -8.8% | -2.3% |
| 6M | +14.6% | +11.5% | +3.2% | +12.0% |
| YTD | +9.0% | +15.6% | -6.6% | +5.6% |
| 1Y | +14.9% | +15.7% | -0.8% | +11.1% |
| 3Y | +86.0% | +86.9% | -0.8% | +62.4% |
| 5Y | +76.7% | +89.8% | -13.1% | +52.5% |
| 10Y | +411.3% | +344.7% | +66.6% | +262.5% |
| All | +1,250.4% | +110.1% | +1,140.3% | +858.2% |
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