-44.6%
VG vs BG
+35.9%
-80.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.6% |
| 7D | +14.0% | +2.6% | +11.4% | +12.8% |
| 30D | -1.0% | -6.7% | +5.7% | +1.8% |
| 3M | -2.7% | -9.3% | +6.6% | +1.1% |
| 6M | +1.5% | -18.3% | +19.8% | +9.6% |
| YTD | +93.7% | +16.2% | +77.5% | +93.6% |
| 1Y | +68.5% | +7.6% | +60.9% | +70.7% |
| All | -44.6% | +35.9% | -80.4% | -43.0% |
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