-51.4%
VG vs M
+71.8%
-123.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -3.8% |
| 7D | -22.0% | -2.1% | -19.9% | -21.9% |
| 30D | -14.7% | +7.7% | -22.4% | -15.0% |
| 3M | -7.1% | -4.4% | -2.7% | -6.7% |
| 6M | -11.2% | +27.5% | -38.7% | -14.6% |
| YTD | +69.8% | +12.8% | +57.1% | +67.0% |
| 1Y | +49.9% | +20.7% | +29.1% | +43.4% |
| All | -51.4% | +71.8% | -123.2% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling