+420.5%
VUG vs CAG
-35.6%
+456.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +0.1% | -6.6% | +6.7% | +0.8% |
| 30D | -1.7% | +2.3% | -4.0% | -2.0% |
| 3M | +2.8% | +16.3% | -13.5% | +0.8% |
| 6M | +13.6% | -16.0% | +29.6% | +15.8% |
| YTD | +8.1% | -7.7% | +15.8% | +8.6% |
| 1Y | +13.1% | -16.0% | +29.1% | +14.9% |
| 3Y | +87.0% | -37.7% | +124.7% | +96.3% |
| 5Y | +76.0% | -41.2% | +117.2% | +85.5% |
| 10Y | +420.5% | -33.8% | +454.3% | +423.4% |
| All | +420.5% | -35.6% | +456.1% | +423.4% |
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