-9.4%
T vs VG
+71.2%
-80.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.4% |
| 7D | +1.6% | +15.1% | -13.5% | +1.4% |
| 30D | -2.9% | -4.2% | +1.3% | -2.8% |
| 3M | -7.5% | -3.1% | -4.4% | -7.5% |
| 6M | -9.9% | +0.3% | -10.2% | -10.4% |
| YTD | -6.4% | +95.5% | -101.9% | -8.1% |
| 1Y | -9.4% | +64.4% | -73.8% | -10.7% |
| All | -9.4% | +71.2% | -80.6% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling