+677.7%
CAT vs VUG
+397.1%
+280.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -1.8% |
| 7D | -6.3% | -1.2% | -5.1% | -5.4% |
| 30D | -26.8% | -8.9% | -17.9% | -21.3% |
| 3M | -30.0% | -5.9% | -24.1% | -26.5% |
| 6M | -34.6% | -3.3% | -31.3% | -32.6% |
| YTD | +2.9% | +3.4% | -0.5% | +0.9% |
| 1Y | +3.3% | +1.9% | +1.4% | +2.5% |
| 3Y | +153.7% | +76.9% | +76.8% | +67.8% |
| 5Y | +207.3% | +63.9% | +143.4% | +111.0% |
| All | +677.7% | +397.1% | +280.6% | +77.1% |
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