-44.6%
VG vs ALL
+50.0%
-94.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +14.0% | +5.0% | +8.9% | +12.9% |
| 30D | -1.0% | +13.3% | -14.3% | -4.2% |
| 3M | -2.7% | +3.2% | -5.9% | -3.7% |
| 6M | +1.5% | +25.3% | -23.9% | -3.1% |
| YTD | +93.7% | +30.5% | +63.3% | +82.9% |
| 1Y | +68.5% | +29.2% | +39.3% | +59.7% |
| All | -44.6% | +50.0% | -94.6% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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