-38.0%
VG vs MKTX
-25.7%
-12.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | +11.1% | +1.0% | +10.1% | +11.2% |
| 3M | +14.9% | +41.3% | -26.4% | +21.9% |
| 6M | +18.4% | -11.3% | +29.7% | +7.0% |
| YTD | +116.6% | -8.6% | +125.1% | +96.8% |
| 1Y | +9.4% | -11.1% | +20.4% | -3.5% |
| All | -38.0% | -25.7% | -12.4% | -42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling