-51.4%
VG vs ED
+39.0%
-90.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | -0.7% |
| 7D | -22.0% | +1.6% | -23.7% | -21.5% |
| 30D | -11.6% | +13.3% | -25.0% | -8.3% |
| 3M | -14.9% | +9.7% | -24.6% | -12.3% |
| 6M | -3.5% | +12.8% | -16.3% | +0.6% |
| YTD | +70.0% | +22.3% | +47.7% | +81.3% |
| 1Y | +50.0% | +26.3% | +23.7% | +62.9% |
| All | -51.4% | +39.0% | -90.4% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling