+10.7%
CARR vs VUG
+77.1%
-66.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.7% |
| 7D | -3.8% | -0.5% | -3.3% | -3.4% |
| 30D | -8.9% | -1.0% | -8.0% | -8.2% |
| 3M | -17.3% | +3.5% | -20.8% | -19.6% |
| 6M | -1.4% | +14.2% | -15.6% | -11.3% |
| YTD | +10.0% | +8.5% | +1.5% | +2.8% |
| 1Y | -6.4% | +12.9% | -19.2% | -15.3% |
| 3Y | +1.5% | +85.6% | -84.1% | -38.3% |
| All | +10.7% | +77.1% | -66.5% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling