+62.5%
VUG vs CF
+112.3%
-49.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | +0.5% | -0.9% | +1.4% | +0.5% |
| 30D | -8.2% | +6.9% | -15.1% | -8.6% |
| 3M | -5.4% | +4.8% | -10.3% | -5.9% |
| 6M | -2.5% | +4.7% | -7.2% | -3.2% |
| YTD | +4.2% | +56.5% | -52.3% | -2.2% |
| 1Y | +5.0% | +48.4% | -43.4% | -0.8% |
| 3Y | +81.7% | +59.1% | +22.6% | +67.8% |
| 5Y | +62.5% | +109.5% | -47.0% | +38.1% |
| All | +62.5% | +112.3% | -49.8% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling