-11.9%
IR vs VG
-51.4%
+39.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.7% |
| 7D | +2.3% | -22.0% | +24.3% | +2.8% |
| 30D | +3.3% | -14.7% | +18.1% | +3.6% |
| 3M | -9.0% | -7.1% | -2.0% | -9.1% |
| 6M | +8.0% | -11.2% | +19.2% | +7.7% |
| YTD | +3.4% | +69.8% | -66.4% | -5.6% |
| 1Y | +4.5% | +49.9% | -45.4% | -3.7% |
| All | -11.9% | -51.4% | +39.5% | -18.1% |
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 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