+57.3%
VUG vs CAPR
+142.6%
-85.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.7% | +0.9% |
| 7D | -3.4% | +41.1% | -44.5% | -3.7% |
| 30D | -11.1% | +11.1% | -22.2% | -11.2% |
| 3M | -7.2% | +115.3% | -122.6% | -8.1% |
| 6M | -4.1% | -73.8% | +69.7% | -3.6% |
| YTD | +1.4% | -68.8% | +70.2% | +1.7% |
| 1Y | +1.9% | +43.3% | -41.4% | -1.6% |
| 3Y | +77.7% | +214.7% | -136.9% | +52.7% |
| All | +57.3% | +142.6% | -85.3% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling