-39.3%
VG vs AS
-4.9%
-34.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.9% |
| 7D | +1.7% | -4.9% | +6.6% | +2.3% |
| 30D | +16.0% | -19.6% | +35.6% | +19.2% |
| 3M | +9.7% | -14.4% | +24.1% | +11.2% |
| 6M | +29.6% | -20.1% | +49.7% | +32.1% |
| YTD | +112.0% | -20.9% | +133.0% | +115.9% |
| 1Y | +12.8% | -21.9% | +34.7% | +14.2% |
| All | -39.3% | -4.9% | -34.4% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling