-11.2%
VG vs A
+49.4%
-60.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -4.5% |
| 7D | -22.0% | -5.2% | -16.8% | -22.9% |
| 30D | -14.7% | +1.4% | -16.2% | -14.3% |
| 3M | -7.1% | +21.9% | -29.0% | -2.9% |
| 6M | -11.2% | +46.7% | -57.8% | -6.5% |
| All | -11.2% | +49.4% | -60.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 6mo: compounded portfolio wealth divided by compounded A 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…
6mo analysis · Full analysis span regression · 6 months rolling