-39.3%
VG vs M
+62.3%
-101.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | +1.7% | +4.7% | -3.0% | +1.3% |
| 30D | +16.0% | -9.6% | +25.7% | +16.9% |
| 3M | +9.7% | +0.9% | +8.9% | +8.7% |
| 6M | +29.6% | +22.3% | +7.3% | +24.1% |
| YTD | +112.0% | +6.5% | +105.5% | +109.1% |
| 1Y | +12.8% | +38.8% | -26.0% | +1.6% |
| All | -39.3% | +62.3% | -101.7% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling