-44.6%
VG vs ED
+41.9%
-86.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.4% |
| 7D | +14.0% | +2.1% | +11.9% | +14.8% |
| 30D | -1.0% | +10.4% | -11.4% | +2.2% |
| 3M | -2.7% | +12.5% | -15.2% | +1.0% |
| 6M | +1.5% | +14.9% | -13.4% | +6.6% |
| YTD | +93.7% | +24.8% | +68.9% | +108.0% |
| 1Y | +68.5% | +23.8% | +44.7% | +80.1% |
| All | -44.6% | +41.9% | -86.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling