+46.1%
EW vs VG
-51.4%
+97.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.5% | +1.4% |
| 7D | +6.8% | -22.0% | +28.8% | +6.4% |
| 30D | +16.6% | -14.7% | +31.3% | +16.4% |
| 3M | +13.3% | -7.1% | +20.4% | +13.1% |
| 6M | +21.6% | -11.2% | +32.8% | +21.4% |
| YTD | +18.3% | +69.8% | -51.6% | +15.8% |
| 1Y | +21.7% | +49.9% | -28.2% | +19.4% |
| All | +46.1% | -51.4% | +97.5% | +41.1% |
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