+45.7%
GOOG vs VG
-44.6%
+90.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +3.0% | +14.0% | -10.9% | +3.0% |
| 30D | -14.9% | -1.0% | -13.9% | -14.9% |
| 3M | -14.9% | -2.7% | -12.2% | -14.9% |
| 6M | -26.6% | +1.5% | -28.1% | -26.7% |
| YTD | -6.6% | +93.7% | -100.3% | -11.3% |
| 1Y | +5.1% | +68.5% | -63.5% | +0.6% |
| All | +45.7% | -44.6% | +90.3% | +47.6% |
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