+280.6%
CME vs VUG
+410.7%
-130.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +4.7% | -1.7% | +6.4% | +5.3% |
| 3M | +7.8% | +2.8% | +5.0% | +6.3% |
| 6M | -11.0% | +13.6% | -24.6% | -16.0% |
| YTD | +4.0% | +8.1% | -4.1% | 0.0% |
| 1Y | +9.1% | +13.1% | -4.0% | +2.6% |
| 3Y | +52.3% | +87.0% | -34.7% | +8.1% |
| 5Y | +76.1% | +76.0% | +0.1% | +27.5% |
| 10Y | +280.6% | +420.5% | -139.9% | +24.7% |
| All | +280.6% | +410.7% | -130.1% | +24.7% |
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