+64.7%
TER vs VG
-51.4%
+116.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.0% | -11.2% | -14.9% |
| 7D | -28.2% | -22.0% | -6.2% | -26.9% |
| 30D | -50.6% | -14.7% | -35.8% | -50.0% |
| 3M | -45.3% | -7.1% | -38.3% | -45.1% |
| 6M | -40.4% | -11.2% | -29.2% | -40.3% |
| YTD | +10.0% | +69.8% | -59.8% | -5.8% |
| 1Y | +13.6% | +49.9% | -36.2% | -0.8% |
| All | +64.7% | -51.4% | +116.1% | +64.5% |
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