+86.0%
VUG vs CF
+73.9%
+12.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.5% |
| 7D | -0.1% | +6.0% | -6.1% | -0.1% |
| 30D | -0.3% | +14.8% | -15.2% | -0.3% |
| 3M | -0.7% | +14.1% | -14.7% | -0.7% |
| 6M | +14.6% | +28.5% | -13.9% | +12.4% |
| YTD | +9.0% | +74.9% | -65.9% | +3.5% |
| 1Y | +14.9% | +61.7% | -46.8% | +9.9% |
| All | +86.0% | +73.9% | +12.1% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling