+1,250.4%
VUG vs RL
+1,445.8%
-195.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.1% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | -0.3% | -7.8% | +7.5% | +2.0% |
| 3M | -0.7% | -4.0% | +3.3% | +0.1% |
| 6M | +14.6% | -1.9% | +16.5% | +14.0% |
| YTD | +9.0% | -0.2% | +9.2% | +7.6% |
| 1Y | +14.9% | +10.7% | +4.2% | +9.5% |
| 3Y | +86.0% | +210.8% | -124.7% | +26.6% |
| 5Y | +76.7% | +238.2% | -161.5% | +14.5% |
| 10Y | +411.3% | +313.4% | +97.9% | +181.3% |
| All | +1,250.4% | +1,445.8% | -195.4% | +332.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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