+5.5%
T vs VG
-44.1%
+49.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -0.3% |
| 7D | +1.6% | +15.1% | -13.5% | +1.9% |
| 30D | -2.9% | -4.2% | +1.3% | -2.9% |
| 3M | -7.5% | -3.1% | -4.4% | -7.4% |
| 6M | -9.9% | +0.3% | -10.2% | -9.8% |
| YTD | -6.4% | +95.5% | -101.9% | -3.8% |
| 1Y | -9.4% | +64.4% | -73.8% | -7.4% |
| All | +5.5% | -44.1% | +49.6% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling