+712.5%
CAT vs VUG
+405.9%
+306.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.8% | +4.4% | +5.1% |
| 7D | -2.4% | +0.5% | -2.9% | -2.7% |
| 30D | -25.0% | -8.2% | -16.8% | -19.8% |
| 3M | -28.7% | -5.4% | -23.3% | -25.4% |
| 6M | -33.0% | -2.5% | -30.4% | -31.3% |
| YTD | +5.4% | +4.2% | +1.2% | +2.8% |
| 1Y | +7.3% | +5.0% | +2.2% | +4.1% |
| 3Y | +166.0% | +81.7% | +84.3% | +72.7% |
| 5Y | +210.1% | +62.5% | +147.6% | +114.7% |
| 10Y | +712.5% | +396.3% | +316.2% | +89.7% |
| All | +712.5% | +405.9% | +306.6% | +89.7% |
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