+405.3%
VUG vs CG
+299.0%
+106.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | -1.1% | -3.8% | +2.7% | +0.3% |
| 30D | -7.0% | +7.5% | -14.5% | -9.7% |
| 3M | -3.7% | -14.4% | +10.7% | +1.4% |
| 6M | -1.6% | -15.7% | +14.0% | +3.6% |
| YTD | +5.1% | -29.0% | +34.1% | +16.9% |
| 1Y | +3.8% | -22.1% | +25.9% | +11.1% |
| 3Y | +79.9% | +49.1% | +30.7% | +42.1% |
| 5Y | +66.4% | -18.4% | +84.8% | +59.6% |
| 10Y | +405.3% | +295.1% | +110.2% | +197.9% |
| All | +405.3% | +299.0% | +106.3% | +197.9% |
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