-12.5%
VG vs ES
+2.2%
-14.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +2.1% | -9.8% | -7.1% |
| 7D | -16.4% | +5.3% | -21.7% | -15.4% |
| 30D | -10.8% | +8.9% | -19.7% | -9.5% |
| 3M | -6.3% | -1.9% | -4.4% | -5.5% |
| 6M | -12.5% | +3.9% | -16.4% | -13.7% |
| All | -12.5% | +2.2% | -14.7% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 6mo: compounded portfolio wealth divided by compounded ES 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…
6mo analysis · Full analysis span regression · 6 months rolling