-35.7%
VG vs AZO
-13.4%
-22.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +3.4% |
| 7D | +3.8% | -0.8% | +4.6% | +3.6% |
| 30D | +7.2% | -5.1% | +12.3% | +5.8% |
| 3M | +22.8% | -7.2% | +30.0% | +21.2% |
| 6M | +33.2% | -20.7% | +53.9% | +28.0% |
| YTD | +124.8% | -14.2% | +139.0% | +121.5% |
| 1Y | +15.8% | -32.2% | +48.0% | +5.9% |
| All | -35.7% | -13.4% | -22.3% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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