+2,553.2%
CAT vs VUG
+1,203.7%
+1,349.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +1.2% |
| 7D | +1.7% | -1.1% | +2.8% | +3.0% |
| 30D | -24.6% | -7.0% | -17.6% | -18.7% |
| 3M | -28.5% | -3.7% | -24.8% | -25.5% |
| 6M | -34.8% | -1.6% | -33.2% | -33.5% |
| YTD | +5.9% | +5.1% | +0.8% | +1.1% |
| 1Y | +6.8% | +3.8% | +3.1% | +3.5% |
| 3Y | +161.1% | +79.9% | +81.2% | +43.1% |
| 5Y | +213.4% | +66.4% | +147.0% | +75.6% |
| 10Y | +700.3% | +405.3% | +295.1% | +11.6% |
| All | +2,553.2% | +1,203.7% | +1,349.4% | +16.6% |
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