+249.9%
VUG vs CTVA
+210.9%
+39.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.9% | -4.7% | +2.8% | -0.5% |
| 30D | -1.6% | +11.1% | -12.6% | -4.6% |
| 3M | +4.4% | +13.7% | -9.3% | -0.3% |
| 6M | +13.2% | +11.2% | +2.0% | +8.5% |
| YTD | +7.5% | +26.9% | -19.4% | -1.2% |
| 1Y | +12.5% | +18.8% | -6.3% | +5.0% |
| 3Y | +86.0% | +75.9% | +10.0% | +50.1% |
| 5Y | +76.5% | +105.2% | -28.7% | +33.1% |
| All | +249.9% | +210.9% | +39.0% | +109.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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