+409.7%
VUG vs CP
+219.6%
+190.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +0.9% | +2.4% | -1.6% | -0.3% |
| 30D | -1.4% | -0.5% | -0.9% | -1.3% |
| 3M | +2.3% | +1.4% | +0.9% | +1.2% |
| 6M | +15.7% | +10.3% | +5.4% | +9.6% |
| YTD | +8.6% | +24.3% | -15.7% | -3.3% |
| 1Y | +14.1% | +20.4% | -6.4% | +2.8% |
| 3Y | +87.9% | +21.8% | +66.1% | +64.8% |
| 5Y | +76.3% | +31.5% | +44.8% | +46.6% |
| 10Y | +409.7% | +223.2% | +186.4% | +174.6% |
| All | +409.7% | +219.6% | +190.0% | +174.6% |
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