+217.2%
CVX vs VUG
+419.9%
-202.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | +0.7% | -1.9% | +2.6% | +1.7% |
| 30D | +9.1% | -1.6% | +10.7% | +9.9% |
| 3M | +13.1% | +4.4% | +8.7% | +9.7% |
| 6M | +16.3% | +13.2% | +3.1% | +6.9% |
| YTD | +43.5% | +7.5% | +36.0% | +35.7% |
| 1Y | +40.2% | +12.5% | +27.7% | +28.5% |
| 3Y | +44.2% | +86.0% | -41.7% | -6.1% |
| 5Y | +170.6% | +76.5% | +94.1% | +77.3% |
| All | +217.2% | +419.9% | -202.7% | -14.6% |
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