+24.1%
VG vs Q
+56.5%
-32.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.4% | +3.4% | -4.2% |
| 7D | -22.0% | -10.3% | -11.7% | -22.2% |
| 30D | -14.7% | -17.7% | +2.9% | -15.4% |
| 3M | -7.1% | -18.8% | +11.7% | -7.8% |
| 6M | -11.2% | -24.8% | +13.6% | -11.3% |
| YTD | +69.8% | +35.0% | +34.8% | +52.4% |
| 1Y | +49.9% | +10.7% | +39.2% | +36.4% |
| All | +24.1% | +56.5% | -32.4% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling