+952.5%
VUG vs CAPR
-98.9%
+1,051.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +26.5% | -24.8% | +1.4% |
| 7D | -1.1% | +25.8% | -26.9% | -1.3% |
| 30D | -7.0% | +50.2% | -57.2% | -7.5% |
| 3M | -3.7% | +185.5% | -189.2% | -5.1% |
| 6M | -1.6% | -64.8% | +63.2% | -1.4% |
| YTD | +5.1% | -61.1% | +66.3% | +5.2% |
| 1Y | +3.8% | +81.0% | -77.2% | -0.5% |
| 3Y | +79.9% | +300.7% | -220.8% | +68.1% |
| 5Y | +66.4% | +223.3% | -157.0% | +54.8% |
| 10Y | +405.3% | -58.8% | +464.0% | +357.1% |
| All | +952.5% | -98.9% | +1,051.4% | +825.5% |
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 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