-51.4%
VG vs M
+63.9%
-115.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +0.2% |
| 7D | -22.0% | -4.3% | -17.8% | -21.9% |
| 30D | -11.6% | +1.3% | -12.9% | -11.8% |
| 3M | -14.9% | -7.4% | -7.5% | -14.5% |
| 6M | -3.5% | +18.3% | -21.9% | -6.7% |
| YTD | +70.0% | +7.6% | +62.4% | +67.4% |
| 1Y | +50.0% | +17.4% | +32.6% | +42.9% |
| All | -51.4% | +63.9% | -115.3% | -56.1% |
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