+30.9%
V vs VG
-44.6%
+75.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.3% |
| 7D | +0.9% | +14.0% | -13.0% | +0.7% |
| 30D | +9.0% | -1.0% | +10.0% | +8.9% |
| 3M | +16.7% | -2.7% | +19.4% | +16.6% |
| 6M | +33.4% | +1.5% | +31.9% | +32.9% |
| YTD | +22.4% | +93.7% | -71.4% | +17.7% |
| 1Y | +27.7% | +68.5% | -40.9% | +23.6% |
| All | +30.9% | -44.6% | +75.5% | +25.5% |
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 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