+29.7%
V vs VG
-51.4%
+81.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -3.1% |
| 7D | +2.9% | -22.0% | +24.9% | +3.3% |
| 30D | +14.0% | -14.7% | +28.7% | +14.2% |
| 3M | +14.9% | -7.1% | +22.0% | +14.8% |
| 6M | +31.7% | -11.2% | +42.9% | +31.5% |
| YTD | +21.2% | +69.8% | -48.6% | +16.9% |
| 1Y | +25.3% | +49.9% | -24.6% | +21.3% |
| All | +29.7% | -51.4% | +81.1% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling