-49.4%
VG vs AS
+3.2%
-52.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +5.1% | -12.8% | -8.1% |
| 7D | -16.4% | +13.8% | -30.1% | -17.4% |
| 30D | -10.8% | +16.7% | -27.5% | -12.2% |
| 3M | -6.3% | -11.5% | +5.2% | -4.7% |
| 6M | -12.5% | -5.5% | -7.0% | -12.9% |
| YTD | +76.9% | -14.2% | +91.1% | +78.7% |
| 1Y | +51.8% | +2.1% | +49.7% | +39.1% |
| All | -49.4% | +3.2% | -52.6% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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