+71.0%
CME vs VUG
+57.0%
+14.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +0.9% | -3.4% | +4.3% | +1.3% |
| 30D | +13.2% | -11.1% | +24.3% | +14.6% |
| 3M | +16.3% | -7.2% | +23.5% | +17.1% |
| 6M | +7.1% | -4.1% | +11.3% | +7.3% |
| YTD | +15.8% | +1.4% | +14.4% | +15.0% |
| 1Y | +17.1% | +1.9% | +15.2% | +16.1% |
| 3Y | +63.2% | +77.7% | -14.6% | +38.3% |
| All | +71.0% | +57.0% | +14.0% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling