+130.4%
U vs VG
-50.2%
+180.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.5% | -0.3% |
| 7D | +32.3% | -8.3% | +40.6% | +33.1% |
| 30D | +9.7% | -10.3% | +20.0% | +10.3% |
| 3M | +19.6% | -10.8% | +30.4% | +20.1% |
| 6M | +82.6% | +3.5% | +79.2% | +78.6% |
| YTD | +16.4% | +74.0% | -57.5% | +0.6% |
| 1Y | +28.5% | +48.9% | -20.4% | +13.9% |
| All | +130.4% | -50.2% | +180.6% | +155.1% |
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