+51.8%
VG vs DD
+49.3%
+2.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.8% | -5.9% | -8.5% |
| 7D | -16.4% | +8.7% | -25.1% | -12.8% |
| 30D | -10.8% | +15.3% | -26.1% | -3.9% |
| 3M | -6.3% | +5.9% | -12.2% | -3.3% |
| 6M | -12.5% | +11.6% | -24.1% | -6.5% |
| YTD | +76.9% | +26.5% | +50.4% | +77.7% |
| 1Y | +51.8% | +35.4% | +16.4% | +46.7% |
| All | +51.8% | +49.3% | +2.5% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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