+77.7%
VUG vs CL
+38.3%
+39.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.7% |
| 7D | -3.4% | +1.3% | -4.7% | -3.3% |
| 30D | -11.1% | +11.4% | -22.4% | -10.1% |
| 3M | -7.2% | +4.4% | -11.7% | -6.7% |
| 6M | -4.1% | +10.8% | -14.9% | -3.0% |
| YTD | +1.4% | +25.1% | -23.7% | +3.5% |
| 1Y | +1.9% | +28.0% | -26.1% | +4.2% |
| 3Y | +77.7% | +37.6% | +40.1% | +76.1% |
| All | +77.7% | +38.3% | +39.5% | +76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling