+64.4%
VG vs M
+22.4%
+42.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +4.1% |
| 7D | +15.1% | +0.6% | +14.5% | +15.3% |
| 30D | -4.2% | +7.0% | -11.2% | -1.3% |
| 3M | -3.1% | +3.1% | -6.2% | -1.1% |
| 6M | +0.3% | +33.5% | -33.2% | +11.8% |
| YTD | +95.5% | +13.4% | +82.1% | +119.6% |
| 1Y | +64.4% | +22.4% | +42.0% | +83.5% |
| All | +64.4% | +22.4% | +42.0% | +83.5% |
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