+59.7%
C vs VG
-44.6%
+104.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +4.2% | +14.0% | -9.8% | +3.6% |
| 30D | +2.0% | -1.0% | +3.0% | +1.9% |
| 3M | -10.1% | -2.7% | -7.4% | -10.2% |
| 6M | +1.0% | +1.5% | -0.5% | +0.2% |
| YTD | +8.5% | +93.7% | -85.2% | -1.6% |
| 1Y | +25.7% | +68.5% | -42.8% | +15.6% |
| All | +59.7% | -44.6% | +104.2% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling