+64.4%
VG vs ED
+24.2%
+40.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.8% |
| 7D | +15.1% | -1.7% | +16.8% | +14.9% |
| 30D | -4.2% | +10.7% | -14.9% | -4.5% |
| 3M | -3.1% | +11.6% | -14.7% | -3.4% |
| 6M | +0.3% | +13.5% | -13.2% | +0.7% |
| YTD | +95.5% | +23.1% | +72.3% | +69.3% |
| 1Y | +64.4% | +23.1% | +41.4% | +44.0% |
| All | +64.4% | +24.2% | +40.3% | +44.0% |
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 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