+25.7%
C vs VG
+63.8%
-38.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | +4.2% | +14.0% | -9.8% | +4.8% |
| 30D | +2.0% | -1.0% | +3.0% | +2.0% |
| 3M | -10.1% | -2.7% | -7.4% | -10.0% |
| 6M | +1.0% | +1.5% | -0.5% | +1.5% |
| YTD | +8.5% | +93.7% | -85.2% | +2.4% |
| 1Y | +25.7% | +68.5% | -42.8% | +20.3% |
| All | +25.7% | +63.8% | -38.0% | +20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling