-49.4%
VG vs ED
+39.9%
-89.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.9% |
| 7D | -7.7% | +2.1% | -9.8% | -6.9% |
| 30D | -8.8% | +12.4% | -21.2% | -5.5% |
| 3M | -15.6% | +13.1% | -28.8% | -12.3% |
| 6M | +5.2% | +14.1% | -8.8% | +10.2% |
| YTD | +76.9% | +23.1% | +53.8% | +89.0% |
| 1Y | +42.5% | +25.4% | +17.1% | +54.0% |
| All | -49.4% | +39.9% | -89.2% | -35.0% |
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