+288.0%
CME vs VUG
+390.7%
-102.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.8% |
| 7D | +1.7% | -1.2% | +2.8% | +2.0% |
| 30D | +10.2% | -8.9% | +19.0% | +13.7% |
| 3M | +17.8% | -5.9% | +23.7% | +20.0% |
| 6M | +11.0% | -3.3% | +14.3% | +11.4% |
| YTD | +17.0% | +3.4% | +13.6% | +14.0% |
| 1Y | +15.8% | +1.9% | +13.9% | +13.3% |
| 3Y | +61.8% | +76.9% | -15.1% | +17.3% |
| 5Y | +72.5% | +63.9% | +8.6% | +29.0% |
| 10Y | +288.0% | +396.2% | -108.2% | +27.7% |
| All | +288.0% | +390.7% | -102.7% | +27.7% |
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