-46.6%
VG vs RF
+27.5%
-74.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +5.5% | -1.3% | +6.8% | +6.0% |
| 30D | -3.6% | +4.6% | -8.2% | -5.5% |
| 3M | -4.0% | -8.4% | +4.5% | -0.6% |
| 6M | +9.4% | +8.9% | +0.5% | +2.5% |
| YTD | +86.6% | +8.8% | +77.8% | +70.4% |
| 1Y | +69.5% | +18.9% | +50.6% | +42.1% |
| All | -46.6% | +27.5% | -74.1% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling