+407.5%
VUG vs CF
+478.3%
-70.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.4% |
| 7D | +4.4% | +5.4% | -1.0% | +3.6% |
| 30D | -7.3% | +6.5% | -13.9% | -8.4% |
| 3M | -4.2% | +4.6% | -8.9% | -5.3% |
| 6M | -1.6% | -3.3% | +1.7% | -1.8% |
| YTD | +4.9% | +63.9% | -59.0% | -6.4% |
| 1Y | +3.8% | +50.4% | -46.6% | -5.9% |
| 3Y | +79.4% | +68.2% | +11.2% | +56.2% |
| 5Y | +63.9% | +113.8% | -49.9% | +29.9% |
| All | +407.5% | +478.3% | -70.8% | +218.5% |
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