-39.3%
VG vs DD
+38.2%
-77.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.7% | -3.5% | +5.2% | +2.6% |
| 30D | +16.0% | -10.3% | +26.3% | +19.3% |
| 3M | +9.7% | -7.5% | +17.3% | +11.4% |
| 6M | +29.6% | -8.0% | +37.6% | +29.6% |
| YTD | +112.0% | +10.5% | +101.6% | +82.2% |
| 1Y | +12.8% | +38.3% | -25.5% | -20.3% |
| All | -39.3% | +38.2% | -77.6% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling