+30.8%
V vs VG
-46.6%
+77.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.5% |
| 7D | -2.3% | +5.5% | -7.8% | -2.4% |
| 30D | +9.5% | -3.6% | +13.1% | +9.5% |
| 3M | +17.5% | -4.0% | +21.5% | +17.4% |
| 6M | +32.2% | +9.4% | +22.8% | +31.3% |
| YTD | +22.3% | +86.6% | -64.3% | +17.7% |
| 1Y | +26.8% | +69.5% | -42.7% | +22.5% |
| All | +30.8% | -46.6% | +77.4% | +25.6% |
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