-39.3%
VG vs P
+36.3%
-75.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.7% |
| 7D | +1.7% | +6.5% | -4.8% | +0.5% |
| 30D | +16.0% | +18.8% | -2.8% | +11.6% |
| 3M | +9.7% | +26.7% | -17.0% | +3.5% |
| 6M | +29.6% | +62.2% | -32.6% | +11.8% |
| YTD | +112.0% | +48.5% | +63.5% | +85.1% |
| 1Y | +12.8% | +26.4% | -13.6% | -0.7% |
| All | -39.3% | +36.3% | -75.6% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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