+420.5%
VUG vs CG
+324.5%
+96.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +1.0% |
| 7D | +0.1% | -6.4% | +6.5% | +2.5% |
| 30D | -1.7% | -7.1% | +5.4% | +0.8% |
| 3M | +2.8% | -1.6% | +4.4% | +2.8% |
| 6M | +13.6% | -8.3% | +21.9% | +16.1% |
| YTD | +8.1% | -23.8% | +31.9% | +17.5% |
| 1Y | +13.1% | -28.7% | +41.8% | +25.3% |
| 3Y | +87.0% | +49.2% | +37.8% | +48.4% |
| 5Y | +76.0% | +5.5% | +70.5% | +54.0% |
| 10Y | +420.5% | +331.2% | +89.2% | +195.5% |
| All | +420.5% | +324.5% | +96.0% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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