-49.4%
VG vs COMP
+44.5%
-93.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +7.7% | -15.4% | -6.7% |
| 7D | -16.4% | +9.5% | -25.9% | -15.2% |
| 30D | -10.8% | +8.1% | -18.9% | -9.4% |
| 3M | -6.3% | -16.3% | +10.0% | -7.2% |
| 6M | -12.5% | +42.2% | -54.7% | -11.1% |
| YTD | +76.9% | -5.0% | +81.9% | +89.3% |
| 1Y | +51.8% | +20.1% | +31.7% | +56.6% |
| All | -49.4% | +44.5% | -93.8% | -47.6% |
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