+409.7%
VUG vs CAPR
-77.1%
+486.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.3% |
| 7D | +0.9% | -9.5% | +10.3% | +1.0% |
| 30D | -1.4% | +121.5% | -122.9% | -2.8% |
| 3M | +2.3% | -65.4% | +67.7% | +2.9% |
| 6M | +15.7% | -67.5% | +83.2% | +16.3% |
| YTD | +8.6% | -68.6% | +77.2% | +9.2% |
| 1Y | +14.1% | +42.7% | -28.6% | +8.4% |
| 3Y | +87.9% | +43.4% | +44.5% | +73.5% |
| 5Y | +76.3% | +86.0% | -9.7% | +59.9% |
| 10Y | +409.7% | -77.4% | +487.1% | +349.0% |
| All | +409.7% | -77.1% | +486.8% | +349.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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