-46.6%
VG vs DD
+63.5%
-110.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.7% |
| 7D | +5.5% | +3.2% | +2.3% | +4.6% |
| 30D | -3.6% | +20.3% | -23.9% | -8.0% |
| 3M | -4.0% | +8.2% | -12.2% | -5.9% |
| 6M | +9.4% | +3.4% | +6.0% | +8.3% |
| YTD | +86.6% | +30.6% | +56.0% | +53.6% |
| 1Y | +69.5% | +30.6% | +38.9% | +39.3% |
| All | -46.6% | +63.5% | -110.1% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling