+223.5%
C vs VUG
+391.5%
-168.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.3% |
| 7D | -2.4% | -3.4% | +1.0% | +0.6% |
| 30D | -6.0% | -11.1% | +5.1% | +4.0% |
| 3M | -10.5% | -7.2% | -3.3% | -4.7% |
| 6M | -5.7% | -4.1% | -1.6% | -2.7% |
| YTD | +4.1% | +1.4% | +2.7% | +2.3% |
| 1Y | +20.5% | +1.9% | +18.6% | +17.8% |
| 3Y | +208.1% | +77.7% | +130.4% | +82.2% |
| 5Y | +110.4% | +57.6% | +52.8% | +36.3% |
| All | +223.5% | +391.5% | -168.0% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling