+396.3%
VUG vs CP
+261.0%
+135.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +1.8% |
| 7D | +0.5% | +2.8% | -2.3% | -0.8% |
| 30D | -8.2% | +11.3% | -19.5% | -12.7% |
| 3M | -5.4% | +2.9% | -8.3% | -7.0% |
| 6M | -2.5% | +9.8% | -12.3% | -7.4% |
| YTD | +4.2% | +28.5% | -24.3% | -8.9% |
| 1Y | +5.0% | +33.5% | -28.5% | -9.9% |
| 3Y | +81.7% | +31.9% | +49.8% | +53.0% |
| 5Y | +62.5% | +25.5% | +37.0% | +38.3% |
| 10Y | +396.3% | +257.6% | +138.7% | +162.2% |
| All | +396.3% | +261.0% | +135.3% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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