-0.8%
F vs VG
+48.6%
-49.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +1.6% | -22.0% | +23.6% | -1.4% |
| 30D | +2.6% | -11.6% | +14.3% | +1.4% |
| 3M | -8.8% | -14.9% | +6.1% | -10.1% |
| 6M | +4.6% | -3.5% | +8.2% | +5.5% |
| YTD | -1.9% | +70.0% | -71.9% | -4.0% |
| 1Y | -0.8% | +50.0% | -50.8% | -1.7% |
| All | -0.8% | +48.6% | -49.4% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling