-50.2%
VG vs IT
-63.3%
+13.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.9% | +2.3% |
| 7D | -8.3% | -18.8% | +10.5% | -6.5% |
| 30D | -10.3% | -0.1% | -10.3% | -11.0% |
| 3M | -10.8% | +2.9% | -13.7% | -12.1% |
| 6M | +3.5% | +20.4% | -16.9% | -1.1% |
| YTD | +74.0% | -24.3% | +98.2% | +83.4% |
| 1Y | +48.9% | -17.2% | +66.0% | +52.2% |
| All | -50.2% | -63.3% | +13.1% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling