-46.6%
VG vs BG
+34.0%
-80.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.1% |
| 7D | +5.5% | +3.4% | +2.1% | +4.1% |
| 30D | -3.6% | -3.8% | +0.2% | -2.1% |
| 3M | -4.0% | -9.6% | +5.6% | 0.0% |
| 6M | +9.4% | -19.5% | +28.9% | +18.8% |
| YTD | +86.6% | +14.6% | +72.0% | +87.6% |
| 1Y | +69.5% | +6.6% | +62.9% | +72.5% |
| All | -46.6% | +34.0% | -80.6% | -44.8% |
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