+3,550.8%
CME vs VUG
+1,157.1%
+2,393.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.1% |
| 7D | +0.9% | -3.4% | +4.3% | +3.4% |
| 30D | +13.2% | -11.1% | +24.3% | +23.1% |
| 3M | +16.3% | -7.2% | +23.5% | +22.2% |
| 6M | +7.1% | -4.1% | +11.3% | +8.5% |
| YTD | +15.8% | +1.4% | +14.4% | +11.1% |
| 1Y | +17.1% | +1.9% | +15.2% | +11.5% |
| 3Y | +63.2% | +77.7% | -14.6% | -10.9% |
| 5Y | +70.2% | +57.6% | +12.6% | -2.2% |
| 10Y | +337.0% | +398.6% | -61.6% | -36.3% |
| All | +3,550.8% | +1,157.1% | +2,393.7% | +72.3% |
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