+51.8%
VG vs COMP
+23.8%
+28.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +7.7% | -15.4% | -5.1% |
| 7D | -16.4% | +9.5% | -25.9% | -13.3% |
| 30D | -10.8% | +8.1% | -18.9% | -7.4% |
| 3M | -6.3% | -16.3% | +10.0% | -9.5% |
| 6M | -12.5% | +42.2% | -54.7% | -0.6% |
| YTD | +76.9% | -5.0% | +81.9% | +121.0% |
| 1Y | +51.8% | +20.1% | +31.7% | +107.0% |
| All | +51.8% | +23.8% | +28.0% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling