-44.6%
VG vs DD
+61.6%
-106.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +14.0% | +5.0% | +9.0% | +12.5% |
| 30D | -1.0% | +19.7% | -20.7% | -5.4% |
| 3M | -2.7% | +7.2% | -9.9% | -4.4% |
| 6M | +1.5% | +1.0% | +0.4% | +1.3% |
| YTD | +93.7% | +29.1% | +64.6% | +59.9% |
| 1Y | +68.5% | +28.5% | +40.1% | +39.4% |
| All | -44.6% | +61.6% | -106.1% | -61.5% |
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 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