+396.2%
VUG vs CF
+494.2%
-98.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.1% |
| 7D | -1.2% | +4.8% | -5.9% | -2.0% |
| 30D | -8.9% | +9.7% | -18.6% | -10.3% |
| 3M | -5.9% | +1.2% | -7.2% | -6.5% |
| 6M | -3.3% | +7.4% | -10.6% | -5.2% |
| YTD | +3.4% | +60.5% | -57.1% | -7.4% |
| 1Y | +1.9% | +50.7% | -48.8% | -7.8% |
| 3Y | +76.9% | +64.8% | +12.1% | +54.5% |
| 5Y | +63.9% | +115.8% | -51.9% | +29.4% |
| 10Y | +396.2% | +481.0% | -84.8% | +213.6% |
| All | +396.2% | +494.2% | -98.0% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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