-38.0%
VG vs AZO
-12.2%
-25.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +1.9% |
| 7D | -2.5% | -0.5% | -2.0% | -2.6% |
| 30D | +11.1% | -5.6% | +16.7% | +9.5% |
| 3M | +14.9% | -4.0% | +18.9% | +14.3% |
| 6M | +18.4% | -18.9% | +37.3% | +14.3% |
| YTD | +116.6% | -13.0% | +129.5% | +114.1% |
| 1Y | +9.4% | -30.4% | +39.8% | +0.7% |
| All | -38.0% | -12.2% | -25.9% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling