+209.5%
CVX vs VUG
+402.9%
-193.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.6% |
| 7D | +1.6% | +4.4% | -2.8% | -0.7% |
| 30D | -0.6% | -7.3% | +6.7% | +3.0% |
| 3M | +11.0% | -4.2% | +15.3% | +12.8% |
| 6M | +18.4% | -1.6% | +20.0% | +17.8% |
| YTD | +45.9% | +4.9% | +41.0% | +39.0% |
| 1Y | +46.7% | +3.8% | +42.9% | +40.3% |
| 3Y | +71.6% | +79.4% | -7.8% | +13.7% |
| 5Y | +131.4% | +63.9% | +67.5% | +60.0% |
| All | +209.5% | +402.9% | -193.4% | -9.1% |
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