-15.4%
DOW vs VG
-49.4%
+33.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.4% |
| 7D | -6.8% | -7.7% | +0.9% | -5.5% |
| 30D | +10.8% | -8.8% | +19.6% | +12.2% |
| 3M | +4.1% | -15.6% | +19.8% | +6.7% |
| 6M | -12.7% | +5.2% | -18.0% | -14.7% |
| YTD | +39.2% | +76.9% | -37.7% | +23.9% |
| 1Y | +49.5% | +42.5% | +7.0% | +36.9% |
| All | -15.4% | -49.4% | +33.9% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling