+402.8%
VUG vs CL
+88.0%
+314.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.5% |
| 7D | +2.5% | +3.2% | -0.7% | +1.5% |
| 30D | -6.3% | +8.0% | -14.3% | -8.6% |
| 3M | -6.0% | +7.9% | -13.9% | -8.4% |
| 6M | -3.5% | +14.7% | -18.3% | -8.3% |
| YTD | +3.9% | +29.2% | -25.2% | -5.7% |
| 1Y | +5.1% | +29.5% | -24.4% | -4.9% |
| 3Y | +77.9% | +40.7% | +37.2% | +49.8% |
| 5Y | +62.4% | +43.9% | +18.6% | +33.6% |
| All | +402.8% | +88.0% | +314.8% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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