+49.9%
VG vs PL
-11.4%
+61.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -10.1% | +6.1% | -2.9% |
| 7D | -22.0% | -20.5% | -1.5% | -20.1% |
| 30D | -14.7% | -38.8% | +24.0% | -10.5% |
| 3M | -7.1% | -49.1% | +42.0% | -1.0% |
| 6M | -11.2% | -69.4% | +58.2% | -2.6% |
| YTD | +69.8% | -42.3% | +112.2% | +58.3% |
| 1Y | +49.9% | -14.2% | +64.0% | +27.7% |
| All | +49.9% | -11.4% | +61.3% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling