+86.6%
U vs VG
-39.3%
+126.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -3.8% | +1.7% | -5.5% | -4.0% |
| 30D | +17.5% | +16.0% | +1.4% | +15.7% |
| 3M | +38.7% | +9.7% | +29.0% | +36.5% |
| 6M | +104.4% | +29.6% | +74.8% | +91.4% |
| YTD | -5.7% | +112.0% | -117.7% | -19.6% |
| 1Y | +3.7% | +12.8% | -9.1% | -1.4% |
| All | +86.6% | -39.3% | +126.0% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling