+991.3%
VUG vs CAPR
-99.1%
+1,090.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -0.1% | -2.0% | +1.9% | -0.1% |
| 30D | -0.3% | +139.2% | -139.5% | -1.5% |
| 3M | -0.7% | -66.4% | +65.7% | -0.3% |
| 6M | +14.6% | -63.1% | +77.8% | +14.9% |
| YTD | +9.0% | -67.4% | +76.5% | +9.4% |
| 1Y | +14.9% | +58.2% | -43.4% | +10.3% |
| 3Y | +86.0% | +42.2% | +43.8% | +76.1% |
| 5Y | +76.7% | +87.3% | -10.6% | +65.5% |
| 10Y | +411.3% | -75.3% | +486.6% | +364.9% |
| All | +991.3% | -99.1% | +1,090.4% | +862.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling