+49.9%
VG vs COMP
+11.9%
+38.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -8.2% | +4.2% | -6.6% |
| 7D | -22.0% | -1.8% | -20.2% | -21.9% |
| 30D | -14.7% | -0.8% | -14.0% | -13.9% |
| 3M | -7.1% | -28.1% | +21.1% | -14.6% |
| 6M | -11.2% | +27.0% | -38.2% | -2.5% |
| YTD | +69.8% | -12.8% | +82.6% | +107.4% |
| 1Y | +49.9% | +4.9% | +45.0% | +96.1% |
| All | +49.9% | +11.9% | +38.0% | +96.1% |
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