+1,238.7%
VUG vs RSG
+2,038.1%
-799.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -1.7% | +3.7% | -5.3% | -3.4% |
| 3M | +2.8% | +6.2% | -3.3% | -0.7% |
| 6M | +13.6% | -2.8% | +16.4% | +13.8% |
| YTD | +8.1% | +5.9% | +2.2% | +3.6% |
| 1Y | +13.1% | -1.8% | +14.8% | +12.1% |
| 3Y | +87.0% | +57.5% | +29.5% | +43.9% |
| 5Y | +76.0% | +91.1% | -15.1% | +21.6% |
| 10Y | +420.5% | +428.1% | -7.6% | +115.8% |
| All | +1,238.7% | +2,038.1% | -799.4% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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