+3.8%
T vs VG
-51.4%
+55.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | -0.1% |
| 7D | +4.3% | -22.0% | +26.3% | +3.9% |
| 30D | -9.7% | -14.7% | +5.1% | -9.8% |
| 3M | -4.3% | -7.1% | +2.8% | -4.4% |
| 6M | -13.7% | -11.2% | -2.5% | -13.8% |
| YTD | -8.0% | +69.8% | -77.8% | -5.6% |
| 1Y | -6.9% | +49.9% | -56.8% | -4.9% |
| All | +3.8% | -51.4% | +55.2% | -2.8% |
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