+408.9%
VUG vs CF
+569.3%
-160.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | 0.0% |
| 7D | -0.1% | +6.0% | -6.1% | -1.0% |
| 30D | -0.3% | +14.8% | -15.2% | -2.6% |
| 3M | -0.7% | +14.1% | -14.7% | -3.1% |
| 6M | +14.6% | +28.5% | -13.9% | +8.0% |
| YTD | +9.0% | +74.9% | -65.9% | -3.2% |
| 1Y | +14.9% | +61.7% | -46.8% | +3.2% |
| 3Y | +86.0% | +80.3% | +5.7% | +60.7% |
| 5Y | +76.7% | +226.0% | -149.3% | +28.3% |
| All | +408.9% | +569.3% | -160.4% | +216.2% |
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