-50.2%
VG vs BG
+35.2%
-85.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +1.5% |
| 7D | -8.3% | +7.4% | -15.7% | -11.1% |
| 30D | -10.3% | -1.5% | -8.8% | -9.9% |
| 3M | -10.8% | -6.1% | -4.7% | -8.4% |
| 6M | +3.5% | -18.0% | +21.5% | +11.7% |
| YTD | +74.0% | +15.6% | +58.3% | +74.2% |
| 1Y | +48.9% | +9.6% | +39.3% | +50.3% |
| All | -50.2% | +35.2% | -85.5% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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