-39.3%
VG vs IT
-64.2%
+24.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.3% |
| 7D | +1.7% | -6.0% | +7.7% | +2.6% |
| 30D | +16.0% | 0.0% | +16.0% | +15.9% |
| 3M | +9.7% | +13.1% | -3.3% | +7.3% |
| 6M | +29.6% | +11.7% | +17.9% | +26.7% |
| YTD | +112.0% | -26.1% | +138.1% | +126.3% |
| 1Y | +12.8% | -21.3% | +34.1% | +17.3% |
| All | -39.3% | -64.2% | +24.8% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling