+62.5%
VUG vs CP
+25.5%
+36.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +2.5% | +2.1% | +0.4% | +1.6% |
| 30D | -6.3% | +9.3% | -15.6% | -9.7% |
| 3M | -6.0% | +0.5% | -6.5% | -6.4% |
| 6M | -3.5% | +10.4% | -14.0% | -8.1% |
| YTD | +3.9% | +28.7% | -24.8% | -8.3% |
| 1Y | +5.1% | +33.2% | -28.1% | -8.8% |
| 3Y | +77.9% | +38.4% | +39.4% | +46.3% |
| All | +62.5% | +25.5% | +36.9% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling