+51.8%
VG vs IT
-17.9%
+69.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +1.5% | -9.1% | -7.6% |
| 7D | -16.4% | -5.5% | -10.9% | -16.5% |
| 30D | -10.8% | +10.3% | -21.1% | -10.9% |
| 3M | -6.3% | +11.5% | -17.8% | -6.3% |
| 6M | -12.5% | +40.3% | -52.8% | -12.5% |
| YTD | +76.9% | -17.9% | +94.8% | +64.8% |
| 1Y | +51.8% | -8.8% | +60.6% | +43.0% |
| All | +51.8% | -17.9% | +69.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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