-35.7%
VG vs BR
-26.2%
-9.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +3.8% | -5.0% | +8.8% | +4.7% |
| 30D | +7.2% | -2.5% | +9.7% | +7.6% |
| 3M | +22.8% | +13.5% | +9.3% | +19.8% |
| 6M | +33.2% | -9.4% | +42.6% | +38.7% |
| YTD | +124.8% | -23.3% | +148.1% | +152.9% |
| 1Y | +15.8% | -31.6% | +47.4% | +38.5% |
| All | -35.7% | -26.2% | -9.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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