+382.9%
VUG vs CF
+546.9%
-163.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | -3.4% | -3.2% | -0.2% | -3.0% |
| 30D | -11.1% | +4.3% | -15.4% | -11.8% |
| 3M | -7.2% | +2.8% | -10.1% | -8.1% |
| 6M | -4.1% | +0.6% | -4.8% | -5.1% |
| YTD | +1.4% | +56.6% | -55.2% | -8.9% |
| 1Y | +1.9% | +49.6% | -47.7% | -7.7% |
| 3Y | +77.7% | +61.5% | +16.2% | +55.7% |
| 5Y | +57.6% | +124.0% | -66.4% | +23.1% |
| All | +382.9% | +546.9% | -163.9% | +208.1% |
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