+161.0%
B vs VG
-51.4%
+212.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +9.6% | -22.0% | +31.6% | +8.8% |
| 30D | +3.5% | -11.6% | +15.2% | +3.2% |
| 3M | -1.6% | -14.9% | +13.3% | -1.9% |
| 6M | -1.7% | -3.5% | +1.9% | -1.8% |
| YTD | -5.3% | +70.0% | -75.3% | -9.4% |
| 1Y | +27.2% | +50.0% | -22.8% | +22.3% |
| All | +161.0% | -51.4% | +212.4% | +149.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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