-38.0%
VG vs BR
-26.0%
-12.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.6% |
| 7D | -2.5% | -5.9% | +3.4% | -1.4% |
| 30D | +11.1% | +1.9% | +9.2% | +10.6% |
| 3M | +14.9% | +14.7% | +0.2% | +11.8% |
| 6M | +18.4% | -12.8% | +31.1% | +25.2% |
| YTD | +116.6% | -23.0% | +139.6% | +143.5% |
| 1Y | +9.4% | -31.7% | +41.0% | +31.1% |
| All | -38.0% | -26.0% | -12.0% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling