+0.1%
CARR vs VUG
+84.5%
-84.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -1.8% |
| 7D | -4.1% | -1.9% | -2.3% | -2.7% |
| 30D | -11.0% | -1.6% | -9.4% | -9.8% |
| 3M | -16.4% | +4.4% | -20.8% | -19.2% |
| 6M | -2.4% | +13.2% | -15.6% | -11.8% |
| YTD | +8.4% | +7.5% | +0.9% | +1.9% |
| 1Y | -8.0% | +12.5% | -20.5% | -16.8% |
| All | +0.1% | +84.5% | -84.4% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling