-46.6%
VG vs IT
-62.9%
+16.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.3% | +5.3% |
| 7D | +5.5% | -6.8% | +12.3% | +6.3% |
| 30D | -3.6% | -0.6% | -3.0% | -4.2% |
| 3M | -4.0% | +3.1% | -7.0% | -5.4% |
| 6M | +9.4% | +25.5% | -16.1% | +3.8% |
| YTD | +86.6% | -23.5% | +110.1% | +96.5% |
| 1Y | +69.5% | -16.6% | +86.1% | +73.4% |
| All | -46.6% | -62.9% | +16.3% | -12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling