+425.9%
CARR vs VUG
+285.6%
+140.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | +0.6% | +0.1% | +0.6% | +0.6% |
| 30D | -8.7% | -1.7% | -7.0% | -7.5% |
| 3M | -18.4% | +2.8% | -21.2% | -20.0% |
| 6M | -0.6% | +13.6% | -14.2% | -9.5% |
| YTD | +10.9% | +8.1% | +2.9% | +4.5% |
| 1Y | -7.3% | +13.1% | -20.4% | -15.5% |
| 3Y | +2.9% | +87.0% | -84.1% | -34.6% |
| 5Y | +9.6% | +76.0% | -66.3% | -29.7% |
| All | +425.9% | +285.6% | +140.3% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling