+396.3%
VUG vs CL
+76.2%
+320.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.3% | +2.4% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | -8.2% | +11.6% | -19.8% | -11.4% |
| 3M | -5.4% | +5.6% | -11.0% | -7.3% |
| 6M | -2.5% | +13.2% | -15.7% | -7.0% |
| YTD | +4.2% | +26.9% | -22.7% | -5.0% |
| 1Y | +5.0% | +27.3% | -22.3% | -4.5% |
| 3Y | +81.7% | +39.7% | +42.0% | +53.2% |
| 5Y | +62.5% | +41.3% | +21.2% | +34.6% |
| 10Y | +396.3% | +76.3% | +320.0% | +268.9% |
| All | +396.3% | +76.2% | +320.1% | +268.9% |
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