+1,051.0%
VUG vs CF
+5,277.9%
-4,226.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +6.2% | -11.6% | -6.7% |
| 7D | -7.1% | +0.4% | -7.5% | -7.4% |
| 30D | -12.1% | +2.2% | -14.3% | -12.7% |
| 3M | -8.1% | +2.1% | -10.3% | -9.1% |
| 6M | -3.2% | -6.5% | +3.3% | -3.1% |
| YTD | +0.5% | +55.6% | -55.1% | -11.0% |
| 1Y | -0.7% | +42.3% | -43.0% | -10.4% |
| 3Y | +77.1% | +55.7% | +21.4% | +53.7% |
| 5Y | +56.2% | +122.4% | -66.2% | +20.4% |
| 10Y | +394.1% | +568.5% | -174.5% | +176.3% |
| All | +1,051.0% | +5,277.9% | -4,226.9% | +267.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling