-39.3%
VG vs COMP
+60.0%
-99.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.4% |
| 7D | +1.7% | +1.4% | +0.3% | +1.9% |
| 30D | +16.0% | -13.3% | +29.3% | +14.6% |
| 3M | +9.7% | +41.1% | -31.4% | +11.8% |
| 6M | +29.6% | +17.2% | +12.4% | +36.4% |
| YTD | +112.0% | +5.2% | +106.8% | +127.8% |
| 1Y | +12.8% | +18.9% | -6.1% | +17.6% |
| All | -39.3% | +60.0% | -99.3% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling