+52.5%
C vs VG
-51.4%
+103.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.0% | -1.0% | -4.9% |
| 7D | -5.3% | -22.0% | +16.7% | -4.3% |
| 30D | -7.3% | -14.7% | +7.4% | -6.8% |
| 3M | -13.5% | -7.1% | -6.4% | -13.5% |
| 6M | -6.5% | -11.2% | +4.7% | -6.7% |
| YTD | +3.6% | +69.8% | -66.2% | -5.4% |
| 1Y | +18.9% | +49.9% | -31.0% | +9.7% |
| All | +52.5% | -51.4% | +103.9% | +37.7% |
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