+93.1%
TER vs VG
-44.6%
+137.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.3% |
| 7D | +14.4% | +14.0% | +0.4% | +13.2% |
| 30D | -30.6% | -1.0% | -29.6% | -30.6% |
| 3M | -39.2% | -2.7% | -36.5% | -39.1% |
| 6M | -31.3% | +1.5% | -32.8% | -31.8% |
| YTD | +29.1% | +93.7% | -64.6% | +9.3% |
| 1Y | +47.4% | +68.5% | -21.1% | +27.9% |
| All | +93.1% | -44.6% | +137.7% | +91.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling