+396.3%
VUG vs CAPR
-64.9%
+461.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.4% | -6.7% | +2.6% |
| 7D | +0.5% | +36.0% | -35.5% | +0.1% |
| 30D | -8.2% | +25.8% | -34.0% | -8.5% |
| 3M | -5.4% | +140.8% | -146.3% | -6.9% |
| 6M | -2.5% | -67.6% | +65.0% | -2.1% |
| YTD | +4.2% | -65.9% | +70.1% | +4.5% |
| 1Y | +5.0% | +66.1% | -61.1% | -0.4% |
| 3Y | +81.7% | +256.9% | -175.1% | +64.8% |
| 5Y | +62.5% | +172.1% | -109.6% | +46.4% |
| 10Y | +396.3% | -64.7% | +461.0% | +324.9% |
| All | +396.3% | -64.9% | +461.3% | +324.9% |
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