+766.2%
VUG vs CG
+351.2%
+415.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -0.1% | -4.3% | +4.2% | +1.4% |
| 30D | -0.3% | -5.1% | +4.8% | +1.2% |
| 3M | -0.7% | +8.7% | -9.4% | -3.9% |
| 6M | +14.6% | -9.2% | +23.9% | +17.3% |
| YTD | +9.0% | -18.9% | +27.9% | +15.2% |
| 1Y | +14.9% | -25.6% | +40.5% | +24.3% |
| 3Y | +86.0% | +57.3% | +28.8% | +50.1% |
| 5Y | +76.7% | +10.2% | +66.5% | +55.6% |
| 10Y | +411.3% | +364.2% | +47.1% | +195.4% |
| All | +766.2% | +351.2% | +415.0% | +393.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling