-39.3%
VG vs ES
+36.1%
-75.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.7% | +0.3% | +1.4% | +1.7% |
| 30D | +16.0% | -2.0% | +18.0% | +16.2% |
| 3M | +9.7% | +1.7% | +8.1% | +9.2% |
| 6M | +29.6% | -3.5% | +33.1% | +30.5% |
| YTD | +112.0% | +7.9% | +104.1% | +104.8% |
| 1Y | +12.8% | +17.2% | -4.4% | +5.6% |
| All | -39.3% | +36.1% | -75.4% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling