+48.1%
EW vs VG
-51.4%
+99.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +11.0% | -22.0% | +33.1% | +10.6% |
| 30D | +19.1% | -11.6% | +30.7% | +18.9% |
| 3M | +14.4% | -14.9% | +29.2% | +14.1% |
| 6M | +22.8% | -3.5% | +26.3% | +22.5% |
| YTD | +19.8% | +70.0% | -50.2% | +17.3% |
| 1Y | +23.9% | +50.0% | -26.1% | +21.6% |
| All | +48.1% | -51.4% | +99.4% | +43.0% |
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