+40.1%
VG vs DD
+31.6%
+8.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.9% | -3.5% | +4.8% |
| 7D | -8.3% | +9.8% | -18.1% | -4.3% |
| 30D | -10.3% | +19.3% | -29.7% | -2.0% |
| 3M | -10.8% | +9.4% | -20.1% | -6.9% |
| 6M | +3.5% | +4.8% | -1.3% | +7.7% |
| YTD | +74.0% | +30.2% | +43.7% | +72.1% |
| All | +40.1% | +31.6% | +8.6% | +37.5% |
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