+286.5%
C vs VUG
+408.5%
-122.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +3.2% | +0.9% | +2.3% | +2.4% |
| 30D | +1.3% | -1.4% | +2.7% | +2.6% |
| 3M | +3.1% | +2.3% | +0.8% | +0.8% |
| 6M | +29.6% | +15.7% | +13.9% | +13.4% |
| YTD | +19.0% | +8.6% | +10.3% | +10.3% |
| 1Y | +45.6% | +14.1% | +31.6% | +29.1% |
| 3Y | +269.3% | +87.9% | +181.4% | +108.1% |
| 5Y | +131.6% | +76.3% | +55.3% | +34.6% |
| 10Y | +286.5% | +409.7% | -123.1% | -28.0% |
| All | +286.5% | +408.5% | -122.0% | -28.0% |
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