-19.9%
DOW vs VG
-13.2%
-6.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.0% | +1.8% | -1.2% |
| 7D | -4.9% | -22.0% | +17.1% | +1.0% |
| 30D | +13.6% | -14.7% | +28.3% | +17.4% |
| 3M | +9.0% | -7.1% | +16.1% | +8.6% |
| 6M | -19.9% | -11.2% | -8.7% | -20.5% |
| All | -19.9% | -13.2% | -6.7% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling