+49.9%
VG vs M
+28.8%
+21.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -6.0% |
| 7D | -22.0% | -2.1% | -19.9% | -22.2% |
| 30D | -14.7% | +7.7% | -22.4% | -12.0% |
| 3M | -7.1% | -4.4% | -2.7% | -7.3% |
| 6M | -11.2% | +27.5% | -38.7% | -2.7% |
| YTD | +69.8% | +12.8% | +57.1% | +90.0% |
| 1Y | +49.9% | +20.7% | +29.1% | +66.0% |
| All | +49.9% | +28.8% | +21.1% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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