-38.0%
VG vs BG
+65.6%
-103.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.4% | -2.2% | +0.4% |
| 7D | -2.5% | +2.4% | -4.9% | -3.4% |
| 30D | +11.1% | +15.0% | -3.9% | +5.1% |
| 3M | +14.9% | -0.7% | +15.5% | +14.7% |
| 6M | +18.4% | +7.5% | +10.9% | +16.2% |
| YTD | +116.6% | +41.6% | +75.0% | +99.9% |
| 1Y | +9.4% | +50.7% | -41.3% | -1.4% |
| All | -38.0% | +65.6% | -103.6% | -41.2% |
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