+3,669.9%
CME vs VUG
+1,203.7%
+2,466.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +0.9% |
| 7D | +2.5% | -1.1% | +3.5% | +3.0% |
| 30D | +13.9% | -7.0% | +20.9% | +19.7% |
| 3M | +22.4% | -3.7% | +26.1% | +24.8% |
| 6M | +12.9% | -1.6% | +14.5% | +12.1% |
| YTD | +19.6% | +5.1% | +14.5% | +11.4% |
| 1Y | +17.7% | +3.8% | +13.9% | +10.6% |
| 3Y | +65.3% | +79.9% | -14.5% | -10.3% |
| 5Y | +75.1% | +66.4% | +8.8% | -3.9% |
| 10Y | +305.8% | +405.3% | -99.5% | -40.9% |
| All | +3,669.9% | +1,203.7% | +2,466.2% | +72.9% |
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