+24.2%
VG vs Q
+66.4%
-42.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | +0.2% |
| 7D | -22.0% | +0.3% | -22.3% | -22.0% |
| 30D | -11.6% | -9.8% | -1.8% | -12.1% |
| 3M | -14.9% | -12.2% | -2.7% | -15.3% |
| 6M | -3.5% | -21.6% | +18.1% | -3.7% |
| YTD | +70.0% | +43.6% | +26.4% | +52.8% |
| 1Y | +50.0% | +25.7% | +24.3% | +35.9% |
| All | +24.2% | +66.4% | -42.2% | +12.7% |
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