-51.4%
VG vs DD
+52.3%
-103.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.8% | -0.2% | -3.0% |
| 7D | -22.0% | +3.1% | -25.1% | -22.6% |
| 30D | -14.7% | +8.7% | -23.5% | -16.5% |
| 3M | -7.1% | -1.2% | -5.9% | -6.8% |
| 6M | -11.2% | -1.1% | -10.1% | -11.5% |
| YTD | +69.8% | +21.7% | +48.2% | +42.4% |
| 1Y | +49.9% | +24.0% | +25.8% | +23.6% |
| All | -51.4% | +52.3% | -103.7% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling