-39.3%
VG vs BR
-24.1%
-15.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +0.2% |
| 7D | +1.7% | -5.3% | +7.0% | +2.7% |
| 30D | +16.0% | +6.4% | +9.6% | +14.7% |
| 3M | +9.7% | +13.6% | -3.9% | +7.4% |
| 6M | +29.6% | -6.7% | +36.3% | +34.5% |
| YTD | +112.0% | -21.1% | +133.1% | +137.3% |
| 1Y | +12.8% | -29.6% | +42.4% | +34.2% |
| All | -39.3% | -24.1% | -15.2% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling