+47.1%
GOOG vs VG
-44.1%
+91.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +1.6% |
| 7D | +4.8% | +15.1% | -10.3% | +4.9% |
| 30D | -15.5% | -4.2% | -11.3% | -15.5% |
| 3M | -13.7% | -3.1% | -10.6% | -13.7% |
| 6M | -23.0% | +0.3% | -23.3% | -23.0% |
| YTD | -5.7% | +95.5% | -101.2% | -10.4% |
| 1Y | +3.0% | +64.4% | -61.4% | -1.1% |
| All | +47.1% | -44.1% | +91.2% | +49.0% |
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 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