+69.5%
VG vs DD
+30.9%
+38.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.2% |
| 7D | +5.5% | +3.2% | +2.3% | +6.7% |
| 30D | -3.6% | +20.3% | -23.9% | +5.8% |
| 3M | -4.0% | +8.2% | -12.2% | -0.6% |
| 6M | +9.4% | +3.4% | +6.0% | +13.3% |
| YTD | +86.6% | +30.6% | +56.0% | +84.3% |
| 1Y | +69.5% | +30.6% | +38.9% | +66.8% |
| All | +69.5% | +30.9% | +38.6% | +66.8% |
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