+124.8%
U vs VG
-44.1%
+168.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.7% | -3.7% | +0.7% |
| 7D | +2.8% | +15.1% | -12.3% | +1.7% |
| 30D | +7.6% | -4.2% | +11.8% | +7.7% |
| 3M | +12.7% | -3.1% | +15.8% | +12.5% |
| 6M | +87.0% | +0.3% | +86.6% | +84.4% |
| YTD | +13.6% | +95.5% | -81.9% | -2.7% |
| 1Y | +25.3% | +64.4% | -39.1% | +10.5% |
| All | +124.8% | -44.1% | +168.9% | +146.6% |
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