+60.5%
F vs VG
-39.3%
+99.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +5.3% | +1.7% | +3.6% | +5.3% |
| 30D | +4.6% | +16.0% | -11.4% | +4.7% |
| 3M | -3.7% | +9.7% | -13.4% | -3.6% |
| 6M | +16.8% | +29.6% | -12.7% | +15.3% |
| YTD | +15.3% | +112.0% | -96.7% | +9.3% |
| 1Y | +31.0% | +12.8% | +18.2% | +29.8% |
| All | +60.5% | -39.3% | +99.9% | +59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling