+1,155.8%
VUG vs RL
+1,562.1%
-406.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.3% |
| 7D | -3.4% | -4.2% | +0.8% | -2.2% |
| 30D | -11.1% | +4.3% | -15.4% | -12.3% |
| 3M | -7.2% | -4.6% | -2.7% | -6.2% |
| 6M | -4.1% | +1.7% | -5.9% | -5.6% |
| YTD | +1.4% | +7.3% | -6.0% | -2.3% |
| 1Y | +1.9% | +20.8% | -18.9% | -5.4% |
| 3Y | +77.7% | +247.0% | -169.2% | +16.9% |
| 5Y | +57.6% | +225.5% | -167.9% | +3.5% |
| 10Y | +398.6% | +363.0% | +35.5% | +164.6% |
| All | +1,155.8% | +1,562.1% | -406.3% | +293.2% |
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