-39.3%
VG vs BG
+58.7%
-98.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | +1.7% | +2.8% | -1.1% | +0.6% |
| 30D | +16.0% | +12.0% | +4.0% | +11.0% |
| 3M | +9.7% | -7.7% | +17.4% | +12.5% |
| 6M | +29.6% | +4.5% | +25.1% | +29.0% |
| YTD | +112.0% | +35.7% | +76.3% | +99.0% |
| 1Y | +12.8% | +50.1% | -37.3% | +2.4% |
| All | -39.3% | +58.7% | -98.0% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling