-35.7%
VG vs MKTX
-25.7%
-10.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +3.8% | +0.3% | +3.5% | +3.8% |
| 30D | +7.2% | +1.0% | +6.3% | +7.4% |
| 3M | +22.8% | +40.8% | -18.0% | +30.2% |
| 6M | +33.2% | -10.9% | +44.1% | +20.7% |
| YTD | +124.8% | -8.6% | +133.4% | +104.3% |
| 1Y | +15.8% | -11.6% | +27.4% | +1.8% |
| All | -35.7% | -25.7% | -10.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling