+67.1%
GOOG vs VG
-38.0%
+105.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +1.1% | -2.5% | +3.6% | +1.1% |
| 30D | -5.1% | +11.1% | -16.1% | -5.1% |
| 3M | -7.1% | +14.9% | -22.0% | -7.2% |
| 6M | +12.7% | +18.4% | -5.7% | +11.5% |
| YTD | +7.1% | +116.6% | -109.5% | +1.7% |
| 1Y | +43.6% | +9.4% | +34.2% | +42.6% |
| All | +67.1% | -38.0% | +105.1% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling