-46.6%
VG vs CAG
-33.1%
-13.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.4% | +7.9% | +4.7% |
| 7D | +5.5% | -1.8% | +7.3% | +5.0% |
| 30D | -3.6% | +9.7% | -13.2% | -0.2% |
| 3M | -4.0% | +0.5% | -4.5% | -3.0% |
| 6M | +9.4% | +8.9% | +0.5% | +13.2% |
| YTD | +86.6% | -8.4% | +95.0% | +82.2% |
| 1Y | +69.5% | -8.3% | +77.8% | +66.1% |
| All | -46.6% | -33.1% | -13.5% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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