-39.3%
VG vs ALL
+45.5%
-84.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +16.0% | -1.5% | +17.5% | +16.6% |
| 3M | +9.7% | +23.6% | -13.9% | +5.4% |
| 6M | +29.6% | +22.3% | +7.2% | +25.1% |
| YTD | +112.0% | +26.5% | +85.5% | +102.3% |
| 1Y | +12.8% | +27.0% | -14.2% | +7.5% |
| All | -39.3% | +45.5% | -84.8% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling