-12.6%
DOW vs VG
-46.6%
+34.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.1% | +2.4% |
| 7D | -0.5% | +5.5% | -6.0% | -1.5% |
| 30D | +15.7% | -3.6% | +19.3% | +16.0% |
| 3M | +5.3% | -4.0% | +9.3% | +5.4% |
| 6M | -14.2% | +9.4% | -23.6% | -16.8% |
| YTD | +43.9% | +86.6% | -42.7% | +26.8% |
| 1Y | +53.1% | +69.5% | -16.4% | +36.2% |
| All | -12.6% | -46.6% | +34.0% | -23.8% |
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