-3.2%
VUG vs CF
-5.0%
+1.8%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.2% | -11.6% | -4.2% |
| 7D | -7.1% | +0.4% | -7.5% | -6.7% |
| 30D | -12.1% | +2.2% | -14.3% | -11.4% |
| 3M | -8.1% | +2.1% | -10.3% | -7.1% |
| 6M | -3.2% | -6.5% | +3.3% | -3.2% |
| All | -3.2% | -5.0% | +1.8% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling