-17.8%
IR vs VG
-39.3%
+21.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -2.8% | +1.7% | -4.5% | -2.9% |
| 30D | -15.1% | +16.0% | -31.1% | -15.5% |
| 3M | +6.1% | +9.7% | -3.7% | +5.6% |
| 6M | -16.8% | +29.6% | -46.4% | -19.6% |
| YTD | -3.5% | +112.0% | -115.6% | -12.3% |
| 1Y | -3.5% | +12.8% | -16.3% | -6.5% |
| All | -17.8% | -39.3% | +21.5% | -23.9% |
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