+42.5%
VG vs ED
+25.7%
+16.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.8% |
| 7D | -7.7% | +2.1% | -9.8% | -7.4% |
| 30D | -8.8% | +12.4% | -21.2% | -8.8% |
| 3M | -15.6% | +13.1% | -28.8% | -15.6% |
| 6M | +5.2% | +14.1% | -8.8% | +6.2% |
| YTD | +76.9% | +23.1% | +53.8% | +58.2% |
| 1Y | +42.5% | +25.4% | +17.1% | +25.1% |
| All | +42.5% | +25.7% | +16.8% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling